Like how that angel told the guy he could leave any time. He wanted to leave, but was still there, being tortured.
I'm not quite sure which time you're talking about.
For Vertigo stuff, Remiel wasn't telling someone he could leave. He was saying, roughly, that they weren't punishing him but redeeming him. Then he flew off and the guy said that just makes it worse.
Before that, when Lucifer is shutting up Hell and bitching about the whole thing to Dream(which he does throughout the whole process, mind you), he says;
"Can you imagine what it was like?
Ten billion years spent providing a place for dead mortals to torture themselves. And like all masochists
they called the shots - 'Burn me', 'freeze me', 'eat me', 'hurt me'.....and we did."
"And the mortals! I ask you - why? Tell me that, why? Why do they blame
me for all their little failings. They use my name as if I spend my entire day sitting on their shoulders forcing them to commit acts they would otherwise find repulsive. 'The devil made me do it.' I have never made one of them do
anything Never. They live their own tiny lives. I do not live their lives for them. And then they die and come here(having transgressed against what they believed to be right) and expect
us to fulfill their desire for pain and retribution. I don't make them come here."
Now, as for Hell in general, you can say it has some basic unspoken principal or laws or whatever. But it doesn't. Not because of anything Lucifer or the Demons or the Angels or the Source/God/Presence/Whatever we're calling Him have done or not done.
The real reason it doesn't have any of those things is because comic book writers don't communicate with each other. They don't check with some massive story bible of what is or isn't true in DC. They don't read through other comics to work out the time line or anything of that nature. They come up with a story that they think is good or that will sell and then they write it.
That's why in Vertigo, with the Endless and with Lucifer, Hell is a place where the dead go to punish themselves. Where the gates are always open(because that's part of the point) and how no one can own a soul. Meanwhile a little while ago, Neron was the lord of hell and among other things, ran a scheme where he tried to steal a bunch of souls from various superheroes and villains and then gets fucked over by the Shade making a completely unselfish contract. Then a ways a way, you have John Constantine setting the First, Second, and Third of the Fallen against one another to cure his cancer by selling his soul to all of them.
Etc etc.
