[Sidney should sleep shirtless?????? Lucifer will hand Sidney his coat and his shoes because Lucifer is a gentleman, thanks.]

I assume it's because they thought no one would bleed and throw us all into the void, though if they're on the roof, and we're here... the radius for being cast into this alternate hellscape is too large. That already tells me that something is wrong, if that's the point of origin anyway. Come on.

[He'll wait for Sidney to get his coat and shoes on and then bye he's gone.]