No, he definitely understands he’s torturing her. That’s why he’s doing all these cruel things
You must be new to these Eldritch Horror being. They are cruel but in an outer world feel. Azathoth for example, the ruler of all Great Ones and all of other Great Ones are blind to human suffering. They dont understand our trivia, cause we are like a dust to him. Do you pay attention to all the bacteria in your finger. No ? To him, she is an existence who aware of him. He doesn’t understand her POV, the human spyche. Why bother when you can flick a finger and rewrite time, space, existence.
But this is like dating Azathoth from HP Lovecraft. He doesn’t even understand that he is torturing her