Maou has a version of Lyick in her mind that isn't the actual Lyick but a heightened version of Lyick in an attempt to work them into the same reality together.
Lyick wishes she can be with Maou in her mind over that version. Lyick feels sad about not getting to be with Maou in her mind or even see her when she is within it as well, and extra sad that Maou doesn’t even take care of that version.
Jakooya won't know how to help in this situation, he was just excited to talk to them.