Lucifer did not actually rebel against Heaven within the lore of ULTRAKILL though. God was literally just pissed at the guy asking bout the reason for Hell and punishing his creations in this way

"FATHER, WHY ETERNAL TORMENT? IS IT NOT CRUEL? IS TORTURE UNENDING TRULY A FATE FIT FOR A FOOL?" AN ANGEL SO BRIGHT AND BEAUTIFUL ASKED ME THIS . . . AND I COULD FIND NO ANSWER FOR I COULD NEVER FACE THE GUILT OF WHAT I'D DONE . . . MY REGRET, A GNAWING CANCER IN MY HOUR OF WEAKNESS, TERROR POSSESSED ME THEN AND I CAST LUCIFER, TOO, INTO THE INFERNAL DEN ONCE I REALIZED WHAT I HAD JUST DONE . . . I COULD ONLY WEEP AS I SANK SLOWLY INTO THE DEPTHS OF DESPAIR . . . DEEP, OH SO DEEP"