User blog comment:B214/Volume 22 spoilers/@comment-24593185-20160722022934/@comment-1359322-20160723103833

"“Because only the person himself who succeeded the title of Maou can retain the name, this child is a Gremory even though he’s my brother’s son. He’s also next in line for family head after me.”"

- Volume 5, Rias explaining about the title of Satan

Next time before you condemn or insult someone use your head to think, search for information first. Grayfia doesn't have the name of Lucifer is just like how Millicas, Zeoticus, Venelana and Rias doesn't have it as well.