You mean get himself killed? Because unlike cutting his wrists, fighting god or the elders now, that's the only possible result.
Or go back and rule hell? That's exactly what he didn't want to begin with...
Obviously that's not the direction game will take (like you said, he said multiple times he doesn't want it), but going back to hell, making alliance (or something of sorts) with Northern queen, preparing army and then going back to Earth to actively start a war would be realistic for someone that has been f***** from behind by heavens.
He owes them nothing. Not heavens, not his family, certainly not his god/dad (if dad is a god, or just higher entity I'm not sure).
Someone made a comment that his dad predicted he'll become evil and that's why he sent him to hell. If that turns out correct, it's self-fulfilling prophecy. Condemn an innocent soul to centuries of torture and you get a not so innocent soul back, hell bent on revenge and full of nothing but hatred.
Turning good would be nigh impossible. Certainly not with the kind of family he has. I mean dear lord, those people actively mock him for not understanding human world. HELLO?!?! Which part of "centuries of daily torture" is not clear to them? He was a child when they dropped him in hell for torture.
Think about it for a second. A child is given to devil to be tortured daily for hundreds of years. That child now finally got out, his mind would be gone, any goodness or sense of compassion would be gone. Inessa was the only one who treated him properly. The rest? Damn man, the rest are pack of absolute idiots.
The one who left him there being absolute worst of the bunch.
Damn, I got excited in my comment there, so apologies if I went overboard. I genuinely can't wait to see how the dev develops this one. As long as he stays away from any school arcs (please, please, pleeease let that be one time idea that's now dropped) and develops relationships between MC and his family/demons/heavens, I'll happily stay onboard.
That said however, I see no way for me to run any route with romance with any of the family members. Not even as side route. Just...no. It's just a VN, not real life, but there's no pardoning them.