Well, not necessarily! See, the big balancer with Lucifer is that he just doesn't care. Whatever petty squabbles you mortals are having? He's seen it a million times before. He follows along when something interesting happens, but getting personally involved bores him. When you can snap your fingers and win, things just get so...dull. So he actually consciously avoids using his powers in actual fights because A) Such fisticuffs is beneath him, and B) It's boring when you're the only adult in a boxing ring full of toddlers. That isn't to say that he's invincible, of course. Whilst he can't be outright killed by very much, if somebody like - say - Superman punched him, he'd definitely feel it HARD. Add onto that that his powers are draining on a weekly basis. Give it a few months, and who knows? Maybe suddenly people he wouldn't have thought twice about suddenly become a viable threat. So whichever side could lead him to answers fastest would be the one that he aligns with at any given time xD