Ilya loves making Shane squirm, both from verbal teasing ("You'll have to ask nicer than that" - "please get on your knees please?" - "No") and physical teasing (hayden phone call thumbs up blow job face slap) which is where I think Ilya's sadomasochism lines up perfectly with Shane's. The way Ilya grew up, his experience with power was that it was always stolen or extorted, never a gift. His brother expects him to give him money in exchange for slurs and insults, and it never stops ("bol'she ilya, bol'she, bol'she"). His father demands he apologize to Russia while he ridicules and belittles him, which echoes how Ilya saw him treat his mother ("I don't want you to think she was weak. He was so hard on her"). So the idea that power could be something given from one person to another freely, happily, willingly, is a revelation to Ilya. It's like a drug. An antidote to the poison of abuse.
Shane squirming is evidence of his struggle to give up his power, and if ultimately Shane felt worse after the fact, if he didn't want to continue but Ilya made him anyway, then the cycle would continue, and Ilya would be replicating his own suffering onto someone else. It would be extortion, abuse, all the things that people think sadomasochism is who don't understand what's at it's core.
But Ilya doesn't want Shane to feel worse afterwards. Ilya wants Shane to give up power and to like it. Not in a hollow way, not because Shane thinks he "should" like it or because he thinks Ilya likes it so it's the only way to keep him interested. But to truly, deeply, enjoy it for himself.
This is why the Vegas sex scene is such a lightning rod, because to describe Shane as only feeling "better" or "worse" afterwords would be dismissing the nuance and depth of Shane's arc with his own desires at that point. Shane wanted to follow Ilya's orders and play the game with all its sharp edges, and then afterwards he wanted to feel soft. To be kissed. For Shane, giving up power is a risk, a vulnerability, an act of trust that could end badly, but that is rewarded tenfold every time it doesn't. And Shane comes back to Ilya after Vegas. It's not a clean line from one encounter to the next, but they don't make it to the cottage without Shane deeply enjoying the dance that Ilya curates for them.
And for Ilya, making Shane squirm is evidence that it's not an easy thing, that it's actually quite profound for Shane to give him that power, that it's always a risk. And Ilya loves the thrill of it. Seeing Shane's soft underbelly as he slides up further on the back of the couch, while Ilya holds his trust in his hands as he slides them further up the hem of his (obscenely short) shorts. Gives Shane challenges he has to struggle not to lose, because but-if-you-get-hard is how Ilya injects adrenaline into Shane's bloodstream. Interrupts and embarrasses him while he talks on the phone, because the edge of embarrassment is the tick-tick-tick of a heart beating faster and pushing warm blood to flushed skin. And then finally, the giggling, smiling, "Why was that so hot?" afterwards is Ilya's wild reward, his evidence that taking power is worth it if it's actually a gift.
The experience that Ilya ultimately wants to create is a transformation of what he grew up with, what shaped him, what wounded him and left him wanting to be healed, and that's the experience of giving and getting power on purpose, for fun and for pleasure and for love. The consent is the cure. The power exchange is the familiar, painful struggle that transforms into the dance that transforms into the hottest sex you've ever seen.