It’s easy to forget, but as the Lucifer episode "Monster" mentions, Lucifer isn’t a killer. He punishes, but in Hell everyone he punished was already dead. As DevilCop, he loves the idea of the wicked being punished -- and he has no problem supporting humans taking matters into their own hands -- but he himself doesn’t go around killing people. He’s not a soldier like Amenadiel, and he’s clearly not as much of a zealot as Uriel was.
So to go from that to straight up killing his own brother, no matter how justified it was, is a big step for Lucifer and one that of course sends him into a spiral. It means so much that the typical Lucifer distraction mechanisms, the acting out and the partying, don’t even look fun this time around. He’s drinking non-stop and hooking up with women (even at crime scenes), which he’s done a million times and will do a million times more, but even he doesn’t look as into it anymore. And that’s long before he plays sad piano or “sees” Uriel around. This is Lucifer in his time of grieving...
How can this happen to an angel? Especially, the devil in flesh, Lucifer Morningstar! Why did he kill his brother? He is an angel, not a demon! Was it a brother's revenge, for Chloe's protection or even for Maze's protection? This episode can be a bit confusing and I'm open to your explanations!