Asgard was Lucifer's real destination, not Muspelheim.
But entering Asgard in his current state was very risky. Even if he completely concealed his presence, Lucifer knew that 'Asgard' would still be able to sense something off, and might inform Odin.
And once Odin sensed anything strange, Heimdall would undoubtedly be ordered to sweep Asgard for anomalies.
'Even if I were two Realms higher than I am now, avoiding Heimdall's gaze while inside Asgard would still be exceedingly difficult.'
Which is why, from the start, he needed to pull their attention elsewhere.
Meanwhile, Jormungand, having listened to Lucifer's explanation, tilted his massive head and asked,
"Last I checked..."
His heavy voice made the ground tremble.
"You could enter and leave Asgard as you pleased without being noticed, couldn't you?"
Lucifer didn't answer, and in the silence that followed, Surtr chimed in.
"You've gotten weaker, haven't you?"
At that, Lucifer turned to him and shot back,
