It is usually exciting to hear that things are changing (I think). Trotsky wrote that the poor welcome war because war means change and, for them, any change can only be for the better.
In Neil Gaiman's Preludes & Nocturnes (New York, 1995), when Morpheus remarks that Etrigan has become a rhymer and thus has risen in Hell, Etrigan replies that things change in Earth and Hell and that, as things change, they also transmute. They "...transmute as well..." (p. 112) since Etrigan must keep up his rhyming. (Incidentally, he also notes the strangeness of rising among the fallen.) The reader is being prepared for bigger changes yet to come.
The changes that still lie ahead of us are:
we will be told that and why Hell is now a triumvirate;
later in the series, Lucifer will retire as Lord of Hell;
in the following series, Lucifer by Mike Carey, much vaster changes will be made to both Hell and Heaven - Gaiman could not know this yet, but nevertheless Lucifer follows logically from Sandman.
Hell has become a triumvirate because civil war had upset the balance of power. Lucifer says that the civil war was occasioned by "...the Shadow Creature..." challenging Heaven. (p. 116) That challenger, imagined by Alan Moore in Swamp Thing, was neither a shadow nor a creature but the Original Darkness that was before the Creation.
Lucifer's fellow triumvirs are Beelzebub and Azazel. Thus, when Morpheus imprisons Azazel later in the series, it follows that the balance of power has been upset yet again. But even before that Lucifer had acted as sole Lord of Hell by resigning and expelling the demons and the damned. He mentions that a yellow rhymer (Etrigan) had unsuccessfully tried to usurp the triumvirate. So what had happened to the other triumvirs between Etrigan's rebellion and Lucifer's unilateral closure of Hell? There are more stories to be told.
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