In the series finale — Episode 10, “Partners ‘Til the End” — Rory has been kidnapped by Vincent Le Mec (Rob Benedict), the same mercenary who murdered Chloe’s ex-husband, Dan (Kevin Alejandro).
Lucifer and Chloe come to Rory’s rescue, dispatching many of Le Mec’s henchmen. And when Lucifer reaches Le Mec, he offers his life in exchange for Rory’s. Rory frees herself from her restraints and corners Le Mec, intending to kill him, but Lucifer convinces her not to.
Then, of course, Le Mec lunges at Rory again, so Chloe shoots him in the chest, and Le Mec dies after impaling himself on one of Rory’s feathers. Before he expires, though, he reveals that Dan “saw the light” at the time of his death and thus made it to Heaven.
Later, during a family confab, Lucifer realizes he helped Dan out of his Hell loop and into Heaven, and he could do so for many more people.
He becomes a “healer” in Hell, leaving Chloe to raise Rory alone.
“Hell no longer needs a keeper,” he says. “It needs a healer. Chloe, I think I finally found my calling.”
That’s when Rory realizes that’s why Lucifer was absent for her childhood: Getting people out of Hell and into Heaven has to be a full-time job for him.
“Everything that we’ve been through, it all leads to what Dad just realized: That he needs to help those lost souls,” she says. “I was one of those lost souls. … You said you wished you could be there for me when I needed you most. Dad, you were. You saved me.”
And with that realization, Rory starts getting pulled back to the future, making Lucifer promise not to change anything, arguing that her childhood, which he’s about to miss, is “just a blip in our eternal existence.”
As the finale concludes, we see Chloe bringing a newborn Rory home from the hospital and then — years later — Rory visiting an elderly Chloe, who’s on her deathbed, telling her that she’ll see her on the “other side.”