I like to think Ghost was a hell-born band Lilith started. She may be gone, but Ghost still performs on earth spreading her words of power. Lucifer is an absolute fan of her work and still goes to see them perform to this day. Alastor was volunteered to go to the concert, as a friendship-building exercise + he had the outfit ready.
Terzo: *pitching the idea of actually abducting someone during Cirice for ritual purposes*
Omega: You can't just abduct people
Terzo: But it'd be a romantic, consensual abduction, no?