Gage was not surprised by this. Ever since he had awakened his Anansi bloodline, he had come to learn many things about himself and the world as a whole. First and foremost, Anansi had been far craftier than anyone realized.
He had been privy to Lucifer's plan to leave an incarnation behind but lacking any abilities that would grant him that ability, he had simply piggybacked along the plan with added safeguards for himself.
This was why Gage had been able to awaken memories about his true nature as an incarnation without the need for the 'key' from the Evil Trio which Lucifer had programmed into the other progenitor incarnations.