You know what we need to talk about? Sam’s subconscious connection to Lucifer before even meeting him.
Like when he goes to kill Lilith and (supposedly unknown to him at the time) subsequently open Lucifer’s cage, he says this…
Waiting for what? He’s been told he has to kill Lilith basically five minutes ago. The whole plot line has only been going on for a few months. And the way he says it is so personal-sounding, the emphasis on “very” which makes it sound like he really does mean a long time; his whole life, perhaps longer than that. And we also hear Sam talk later in season 5 about feeling angry all the time, it’s like he’s feeling some kind of emotion that isn’t even just his. Here, he can’t possibly really know what killing Lilith will do- Ruby and everyone else has lied to him. But still he seems to know what he’s doing at this point, like he somehow knows what it will achieve, and it’s something he wants. You can see the look in his eyes here, the almost-smirk on his face, it’s like excitement. He's happy. Not the relief of killing the big bad monster like usual, but he’s getting something he really wants here, not just doing a job that has to be done. Some subconscious part of him knows everything here, he’s so close to Lucifer that it’s like he’s already thinking and feeling as him when they’ve never even met.
And, of course, this is a direct parallel of in season 5 when Sam becomes Lucifer’s vessel, and Lucifer says “I’ve been waiting for you for a long, long time”.
But it’s Sam that wants this too. Sam’s subconscious mind is so important with Samifer, because letting go of all of his sense of righteousness and desire to do good and help people, in terms of his own real personal desire, he wants Lucifer. He agrees with him so much throughout season 5, but he can’t say it because of so much other stuff.
We see when Dean has ghost sickness, even he recognises Sam’s deepest desires deep down, and he sees this image of Sam…
Obviously the yellow eyes represent Azazel, but Azazel is dead by this point and Sam also clearly goes on to say “nothing’s possessing me”. It more represents the path Azazel started him down. Though crudely done, and Sam obviously has no love for Azazel, it’s still leading Sam to what he really wants- Lucifer. Again, this makes is so significant about how Sam eventually says “I want to say yes” in ‘Swan Song’. Like here, what does this Sam have to say about this fate?
Yes, obviously, Dean’s hallucinating this, but it’s not for nothing. It still reflects the real Sam, especially so in fact, as these are things the real Sam would never dare to say aloud. This is the part of Sam that Dean knows exists and fears.
And this is why Sam is such a self-sacrificial character, because in eventually doing the right thing he has to give up the one thing he’s always wanted- his other half. Lucifer describes Sam’s life as him always having been “running towards me”, and it’s true. But because Sam is a righteous person who wants to save others, he gives up the sense of contention and happiness with Lucifer he’s been pulling toward his whole life in order to prevent other people from getting hurt.
When Sam frees Lucifer from the cage, it’s basically the only time we see him doing what he feels he wants to do, rather than the 'right thing’. It’s the only time we see him show a personal desire, rather than an attitude of having to do something.
Basically, every subconscious image we see of Sam in the show wants nothing but to be with Lucifer, even before they’d even met.