I think this really highlights the expectations THEY were raised on.
Lucifer does basically just say “well, you just gotta!” And, tragically, it is so incredibly reflective of that perfection that heaven demands. You have to be okay because there’s no other option! (The other option was him being cast out of heaven!)
He was MADE to be perfect. So he just has to be!
So that is the ONLY advice he can give her.
Whereas Alastor was HUMAN. He was, at least presumably, allowed to make mistakes. Just… probably not in public what with him being POC during Jim Crow.
So that’s the advice that he gives. The advice he had heard all his life. “Feel whatever you need to feel but! Let them think you’re okay!” (The fake it til you make it approach.)
And it all comes back to that pesky concept of free will.
Alastor has never known his life or afterlife without it (save for the deal).
Lucifer wasn’t meant to have free will, he was meant to do his creators will, without comment or questions. He was meant to be perfect, forever and always!
And we see this with Sera! That she always has to be perfect! She’s only just realizing that she’s allowed to be wrong. That just because she was (presumably) made fully formed, she’s allowed to learn and grow!
Whereas with Emily, she’s around humans all the time! She has seen that people are allowed to be wrong, that it isn’t the end of the world.
Which is a whole lot of words to basically say that I agree with you!
Lu isn’t helpful, his advice causes her to spiral (just like he does!). He hasn’t learned how to cope in a healthy manner, so he can’t show her how to.
Alastor at least can give advice more in line with what she needs, that human understanding of mistakes and that sometimes you fail but you just have to grin and bear it and keep pushing forward.
But you’re also right that it’s Rosie and Vaggi who actually talk Charlie down when she needs it.
Rosie gives the motherly advice we see her craving during the whole of the show.
But Vaggi knows her best and is able to give both advice and to comfort her. Is able to work with her. Because Vaggi reminds her that they are a team!