Okay, someone give me any reason in this story that the MC isn't going forward with "burn it all to the ground and let the universe start over"
The one person who helped him, unasked, without gain, was Inessa. This was the MC's path back to humanity or any semblance of not being vengeance personified. Then the plot goes forward and the MC is lured away from the castle, and she dies as the demon's son attacks while you're away. Assumedly it was he that provided the fake invitation.
Then Nyx, who you explicitly asked if she could create a portal to the human world, portals you to the human world rather than letting you even try to rescue Inessa. Sure, Inessa might have been dead already but then the MC would have felt crushing guilt at having failed her without burning anger at Nyx's betrayal on top of it.
I have no idea how long an angel's childhood lasts, but assuming that it is less than a century, then the majority of the MC's life, that which formed him into the being he is when we enter the story, was daily torture by a demon.
"Maybe you'll be happy once you see her"
"Mother, you abandoned me to be tortured in hell for the majority of my life, as did every other member of my family or angel I was friends with. Why do you think that seeing any of you would make me happy?"