Meg's a Lucifer loyalist and was once part of Azazel's inner circle, so she knows more about how Sam's specs and features than pretty much any other demon Sam's likely to meet. She also has some background in witchcraft, hence the incident with the daevas and the anti-exorcism sigil that's still burned into Sam's forearm. So Sam works with her to find a way to locate and retrieve Dean and Castiel. The problem: Sam is stark-terrified of Meg. She keeps trying to get him to ingest strange substances, she really only cares about keeping Crowley from consolidating his power-base in Hell, and Sam just knows she could be Ruby all over again.

Sam is deeply uneasy about his new partner, and Meg tries to soothe his anxiety (which may be an exercise in futility on her part, because Sam's not entirely stupid).