Why? Because it reminds me of the Falling Devil, who in order to mentally "fall" her opponents to the heights, exploited their traumas. Her whole arc is a formidable metaphor for the reaction we must have to our own suffering.

So when the spear weapon tells Denji to scare them, Denji asks him if he wants to be cooked and thus traumatized. If Denji has to scare, he'll do it just as meticulously.