He almost loses her to the same disgusting worm who killed Delilah.

So he lets it know what's the punishment for taking something that's his, burning the devil-face inside his brain for all eternity. The slimly little thing ends up in a mental hospital after he's done with him, and he can't say he cares at all.

Maze is worried and true it was long since he went all out on a mortal. Even in hell it's usually her who tortured the souls into insanity not him. Doing this just because the idiot killed on of his favored and injured the Detective is weird, but it it's not unlike him at all.

"Stop caring. You are the devil!" Maze says and he wants to laugh.

He fell because he loved his father more than humanity. He punished those souls not because that's the part Dad assigned him, but because all their depravity, all their cruelty disgusts him. And when he left hell to take a dive in all the sins humanity has offered, he still catches himself doing favors left and right. Helping them (maybe even loving them).

He is the devil, caring is all he does.