It seemed what the demon had said was somewhat true, at least to an extent. However, Midas could not believe it just yet. There were ways to put the truth in a way that benefited one's intentions, and that was called deception. Midas could only trust his own eyes and senses. And accruing to Midas' senses, either his sense of direction was getting twisted, or this place was a loop.
There was a way to test if the Demon had been truthful in its words, and that was to go on a different path. If no matter how far he tried to go, Midas would forever be pulled back to the demon's lair, he was going to have to see it for himself.
This was why Midas decided to change directions. Spotting those footprints that he had taken in his first loop, Midas decided to take a different route, perpendicular to his first path. This way he should ideally never see the demon again.