After listening to Helena's entire story, Lucien didn't stop thinking about that. He does not want to judge all the Gods without knowing them, but it is evident that many of them deserve to die, or worse.
He cannot change the fact that he is half-demon and half-dragon, as well as the fact that the Gods hate his people. However, angels are not really his enemies.
In addition to an instinctive desire to take care of Helena, Lucien also has thoughts about the big picture. Killing angels would be a smart move as it would take the main servants of the Gods. But helping them to rebel would be a brilliant move and much more effective.
However, making an alliance between demons and angels cannot be so that easy. The fact that Alexa is Helena's granddaughter is a trump, but that doesn't solve all the problems.