Zatiel's oath surprised the people of the Heavenly race. They are known as one of the most vicious and cruel races of the universe, equal to devils and demons, but the torture the man in front of them described was the most horrible thing they could imagine.
Pain is a powerful torture tool, but there comes a time when its effectiveness is lost. Even a life form with a weak will would be able to ignore after a few millennia. It would be different if it targets the soul, but in that case, there is the risk of death, and it would be counterproductive if your goal was to proportionate eternal anguish.
However, a prison of eternal darkness and solitude with only the memories of how your loved ones were butchered as a consequence of your decisions was the perfect hell. Not even the most vicious souls of Baator were submitted to something like that.
The only escape would be madness and every moment of sanity would produce unbearable agony.