Her words caused Lucifer to seize up and made him realise that some things couldn't be avoided or escaped and that as much as he wanted to call this the real world, the events from the game were still happening and that he was merely powerless to stop them.
I don't want her to die. Then I must fight with her, side by side, hand in hand!
"Where must the fight take place, and you and your knights won't take part, right?"
He really didn't want to fight that large group, so soon after fighting the diva, there was something different about them, and he knew it was due to the game never showing the events, only writing text and leaving it at that.
This event...
Gwendolyn MUST die.
At this moment, Celestia looked at her unwilling hero. She felt his conflicting feelings of sorrow and will to fight.