This fails to appreciate the role of the Devil in the stories in which he appears and the overall point of that scene. What is the Devil's MO? Temptation, deception, trickery. The Devil tricks men into taking actions which seem like a good idea at the time, but when the long term consequences play out, cause lasting harm.
You are completely correct that the Devil is a supernatural being, and isn't bound by human laws at all. But men are. Men institute laws amongst themselves to govern their own behavior and temper their darker impulses, to set a standard for what should and should not be done, and make it harder for evil men to do evil.
Now, if the Devil wanted to bring more men under his yoke, and men obeying their own laws made that harder for him, what do you suppose the Devil might want to do? What about offering himself as a prize? All Man has to do is cut down those pesky laws that are getting in the way of bringing the Devil to justice. Pay no attention to the fact that men institute laws among themselves to protect themselves from other men who have fallen under the Devil's sway. Don't you finally want to capture and punish the fucking Devil? Do it, faggot. Burn down all your laws, your rules, your morals, your traditions. Is not the prize of the Devil himself worth it?
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