Battles between celestials only sometimes result in collateral damage to human-made structures, rather than always.
Decker refers to the police station as the Precinct. In Los Angeles they are called Divisions.
The pilot establishes that Lux is located in the same building as the El Capitan Theater in the 6800 block of Hollywood Boulevard, but subsequent episodes use aerial establishing shots of the Sunset Tower Hotel over two miles away on Sunset Boulevard for Lucifer's penthouse, which is supposedly in the same building as Lux.