
Knowing keiichi it's more like he's so stubborn about his goals that he refused to acknowledge that he's actually happy there. Tbf he had a shitty life with supposed loved ones (parents) that left him. He probably wasn't convinced that asmodeus and him could last, and wanted to be happy independently without the fear of being abandoned again. It probably wont dawn on him that he's happy in hell because all this time he's been on guard and annoyed at asmodeus. Well we all know he'd end up regretting it