Even with Lust asking or not, Mikleo would have been there to support her with all he had. She was someone he couldn't relate to in the past and someone whose humanity was nonexistence. However, since spent a lot of time with her in the last several months, he's learned that there was quite a lot of human-like traits about her that she refused to acknowledge or see.

He knew that some part of her still thought such things didn't exist for her. Though, saying anything to her right now wasn't the best choice but he does give the real Lust a serious, supporting look. He was going to help her in any way he could to ensure that she escaped all of this unharmed, since he couldn't bear another loss of good friends.

He stayed near Flynn by the door.