Hm, no? I assume mortals are probably interested in the afterlife, after all. It's not like anyone who has been there can show up and tell them.

[As they've been talking the movie has been playing as well, and it hits a moment that strikes Lucifer as very familiar. A woman on screen confronting the male lead about doing something horrible to someone, the deja vu that hits him when he hears that makes him pause in telling Rue about Hell.]