Some of Demersio's Path's skills references "The Abyss" directly as a place instead of just as a sort of power, and the original KR background even referes to Lu as the "Emotionless Lord of the Abyss". Their Master Class skill is also literally described as them "materializing the Abyss". It is clear there is a connection between their power and the Abyss pits, specially seeing as the Abyss's Demonic Energy is a denser, stronger version of Demonic energy, which is pratically what they use.
Not counting how this was also mentioned on Turbids's trivia beforehand, linking it to Innocent path.