Most of us know what Thanos has been through to win over Mistress Death. These are the facts of Thanos' obsession:
1) He was completely nihilistic, he hated and disrespected all life, that was the reason why Death appeared to him in the first place.
2) He felt unworthy of being near her unless he could become her equal, hence the quest for the IG
3) Despite his pain, he still had his pride. Even though he acted like he did not love himself, he did.
4) He EVENTUALLY got over it.
Now here's the facts of Lucifer's obsession:
1) He adores Ahura Mazda
2) He lives in Hell feeling sorry for himself that Ahura Mazda (God) kicked him out and he DISPISES mankind for having God's attention
3) Toward the end of "Return of the Goddess" Lucifer admitted that he beleives that he and Ahura Mazda are one and without him HE is NOTHING he said
"No..I love him.....without him there is no past, no present, no future.
Without him there is no Emotion to break up the AGONY of existance.
I love him...and without him...I ...AM....NOTHING"
4) Lucifer has no love for himself in this series, he has no sense of SELF...every second is his existance and conciousness is spent thinking about Ahura Mazda
5) He is still obsessed.....and hurt......I feel so bad for him lol