The Devil coming up for "what he wants with you"...
What popped into my mind is that he wants you to be his "drug".
Have you ever heard people refer to their lovers as a drug? "You make me so high baby", lol.
Another thought is that he wants structure in his life; perhaps he is subconsciously looking for a mother-figure to lay down the rules. Perhaps he's looking for a disciplinarian. (The chains make me think of BDSM.)
Either way, the Devil is a figure surrounded by people who are chained to him, but they have blinded themselves to the fact that they CAN actually get away-- they just have to decide to do what's right and free themselves.