Lucius still hated riding in carriages. Since it was only him and one other person entering the Demon's Stomach, they were able to skip the boring ride and travel to the dungeon on foot. Sure, horses and carriages were faster, but he wanted to stretch his legs once again.
Of course, he asked his sister if it would be fine if he and his party member traveled slower than by carriage. Whatever sense of urgency there was to her warning, was something she only knew. Thankfully she smiled at him and said "Please enjoy your walk, brother dearest."
Leaving Penelope, Rena, and Kalliope was hard. Harder than he expected really. Even Jade's sad, yet understanding gaze was burned into his mind and pulled at his heart. It had been only a short amount of time since Grimm released his hold on Lucius's emotions, so it was only natural for these things to feel new to him. But he had hoped that by this point he would have some better control.