I don't understand the Manga that well, but it seems to me that she can't control him like the others. She tested him here and he not wanting to think goes a long way. He knows too much now, how makima works and more or less what's she's doing, but he doesn't want to accept that. He just wants to be a dog who loves its master no matter if the master is a killer.
I think author showed power like a sort of sister to him, so in order to get them all on to live on the world he must die and kill them all back in hell (that's the part I don't understand well)
So I think the plot will develop on two ways
1 he fights makima and die, but brings back all the devils to Unleash hell on earth.
2 makima is an anti hero that will send all devils to hell including herself leaving denji alone on earth so he doesn't bring them back (this might be unlikely 'cause she feels like end boss kinda evil enemy)
Edit: need to add tragedy tag