Especially considering Lucifer now has Gabriel's knife anyway.

Plus I've been thinking about it, and killing Lucifer would screw up the whole good/evil polarity, wouldn't it? Some other angel would probably end up having to take his place as "the devil." So, really, they will have accomplished nothing. I think they're going to shove Lu back into his cage, but one of them is going to have to say yes to do it.