In the early seasons, Lucifer explained that his role was to punish people, often graphically explaining what that means. Maze was his "head torturer" and liked the physical pain she was responsible for.
As the series evolved, the concept of Hell has changed: it is now a place where people punish themselves (through their conscience) and could even leave Hell (but Lucifer has never seen anyone managing to do so).
Lucifer himself was stuck there twice, punishing himself the same way the other souls do: though his own choice. There is no mention of physical torture à la Botticelli.
Is this an inconsistency, or has something changed I missed (S01 → S05)