It's not the first time that Borris has come to hell, he has been here several times, before he finally chooses the path of darkness. He has been reborn as a human being, again and again, sent to hell for his misdoing. Finally, Borris let go of the hope of being in heaven and decided to be a demon, and walk on the path of darkness for eternity.
He has fallen so many times in love over his past life as a human being and also got married many times. So after becoming the demon, all his wives whoever comes to hell, he brought them here, where he created his little heaven and started living with all of them.
Even though he is cruel and dominant outside he managed to be kind and affectionate inside this room. He behaves like he is in heaven and acts accordingly. While outside he knows, this thing won't work.