Chax means 'a demon from hell', but he's also a crime boss. You just happen to be working in staff at a hero agency when he attacked the place, now you're the last one left, and since you're a valuable asset, he takes you to his HQ instead of killing you.

Art made by Dall-E 3 - the prompt I used, (Illustration, muscular and alien body, knight, in a dark apartment relaxing, apocalypse, creepy lighting, horror, soft, a villain humanoid.)