Sasuke's 'devil' persona really isn't about evil for evil's sake, is it? It's a trauma response painted in the darkest colors Naruto has. The themes are abandonment, the corrupting allure of power as a substitute for connection, and the cyclical nature of revenge. He becomes the avenger, the one who chooses the lonely path of strength to cut his own bonds, because those bonds were used to destroy his first family. It's a twisted form of self-flagellation—if he's the devil, then he's already in hell, and nothing can hurt him more.
What gets me is how it contrasts with Naruto's journey. Naruto builds a found family; Sasuke systematically destroys his chance at one, pushing away Team 7 because he sees attachment as weakness, a distraction from his 'justice.' The 'devil' is the ultimate anti-hero, believing so completely that the ends justify any means, even destroying the current world order, that he becomes the very thing he swore to destroy. It's a tragedy of self-fulfilling prophecy.
Honestly, the most poignant theme might be the cost of that chosen isolation. When he calls himself a demon, he's accepting the village's old, fearful view of the Uchiha—and of Naruto early on. It's him internalizing the world's worst opinion of him because it's easier than hoping for something better.