He is told truthfully that Pilar Pineda came back from Elysium; he is shown that it's possible for a soul to believe itself free and safe and still come back to serve Asmodeus in Golarion and then in Hell.
Keltham hears from Pilar that a submissive can want, need, something to crush her down like a bug underfoot; that when she feels disgusting she needs to be crushed by something that sees her as equally lowly and degraded, for that part of herself to feel seen, acknowledged, punished...