Despite his current hatred for him, Belphegor seemed to admire Lucifer dearly when they were in the Celestial Realm and even after they fell.
He always has a smile for everyone, and greets Diavolo and Lucifer amicably when he meets with them after the Great Celestial War, despite one being the son of the Demon King and the other a fallen angel.
A favorite seems to be hanging Mammon upside down for an indeterminate amount of time.
Lucifer, who transforms into a wolf, smugly states that he has more control over himself than his brothers.
Satoshi Hono Demon Lord, Retry! There's a lot of toxicity and anger online right now, and I don't blame anyone who wants to take a break from their online lives and play The Stanley Parable for a while.
But clearly you don't see this as a threat.