Because the High Sparrow explained it in the episode you ******* idiot.How do you know that?
******* book reader?!?!
Godamnit, where is vealesy?!?!
Lancel confessed when he became a faith Militant. Hence why he is now a psycopath and has been ever since he came back as a faith militant.
And they wouldnt set up a plot twist and then reveal it two minutes later. Where is the suspense?