Let's get the pun done first, referencing some fine Italian literature. As in, The Divine Comedy. If you don't know what that is and you're talking about Satan you should probably go look it up.

According the Divine Comedy, Satan is cool, cold, freezing actually, because he is stupid and doesn't stop freezing Cocytus with the wind from his wings. Good game, Satan, good game. Obligatory link.

All non-punny answers to this can be rephrased to the question: "Why do people ignore authority?"

That is, as we say, a very good question.