I'm guessing Sam wasn't in Hell proper. Wherever Lucifer was locked before, it sounded like he didn't have any contact with demons. The YED had to slaughter a room full of nuns to just *talk* to him.

I'm also wondering if Sam is soulless. It would be interesting, since in the SPN verse people aren't generally up and walking without souls. Whoever has their soul only gets it after the person dies. So maybe they'll have to get Sam's soul back?

Unrelated: I find it somewhat hilarious that you're not a real Winchester unless you've been to Hell. John, Dean, Sam, Adam...