After his fall from Grace he was thrown into hell. He became the epitome age old adage, "Heaven doesn't want me and hell is afraid I'll take over." For that's exactly what Azazel did. Took over and made himself the king of hell. He ruled the cthulhu realms with a relentless iron fist, he dethroned the lord of darkness and reign supreme for eons upon eons. He built cities, added structure. Turned hell not into a place of punishment if one obeyed him. Hell was no longer a place of punishment as to why heaven puled him out. Hell is supposed to be a place of punishment.
During his diabolical reign, there was one thing his heart never grew cold to and that was the love of his second wife whom he lost before falling from Grace. The severity of his many imprisonments and divine mind erasures have left his mind foggy to what she looked like but he remember her tender love for him. Driving her away has been his only regret.