Running the Under World is exhausting and expectations are always high. Within its walls, there is a never ending flood of creatures needing attention and projects are always there, begging to be completed. The Demon King didn't ask for this role, it was inherited.
Due to this fact, every once in a while TDK find's himself craving the outside world and longing for a place so different than what he has always known. When the hustle and bustle of Hell become overwhelming he attempts to run, but just when he is about to make his escape, the damned pull him back down once again to rule over the kingdom.