The wall that Death put in Sam’s mind is no longer protecting him from memories of his time in Hell, and Sam isn’t sure what’s real anymore. He’s even heard Lucifer’s voice calling his name.
Lucifer: I know it all seems so silly, doesn’t it? Hi, Sam. Long time, no spooning.
Sam: You’re not here. You’re in Hell.
Lucifer: Now, that you’re right on.
Sam: Meat hooks. Chains. You. It’s not real. It’s just my brain leaking memories from the cage cos of the wall breaking down. That’s all.
Lucifer: Hmmm. That’s very good — your little theory — it’s wrong! Sam, this isn’t you going guano. Everything else is.
Lucifer: Everything. From the second you sprung out of that lockbox.
Sam: That’s impossible.
Lucifer: No. Escaping was impossible. I have to say, I think this is my best torture yet. Make you believe that you’re free and then … yank the wool off of your eyes. You never left, Sam. You’re still in the cage. With me.