Raphael knocked politely on the front door because that's what people did. Even when jumping in for George, he liked to hold with conventions. What could he say, he was traditional. This whole thing with George and Lucifer and everything was ridiculous, but he had promised Wrath he wouldn't betray her for helping them. Doing this for George was some way of making up to her that the Lords of Darkness knew what she did. And Raph would never leave one of his saints suffering anyway.