Some posts here are quite close, I think, to how I interpreted the ending: Devigne not only loses this "heaven" he was tempted with, the true Hell he must now live with is that he is a man who so readily would have sold his soul. He may not be the sort of person who cares that much about the distinction consciously, but on some level, perhaps as time goes by, that's the sort of realization that could gnaw away at someone's sanity.

What a loss. Sad, but heartened to think that he is at peace, reunited with Rosemary.