He wants to destroy the world, but I think the point of doing it that way is because he enjoys inflicting pain.

[Allen doesn't hate many people. There are days when he doesn't even hate the Millennium Earl. Then there are times when all he can remember the weight of his dead father on his ten year old shoulders and the Millennium Earl smiling down at him. He shakes his head.]

The only thing I can do for the dead back home is let them rest. Set them free. Here... You chose to come here for a reason. [He rubs the back of his neck, sheepish.] I don't expect you share that with a stranger, but someone will know eventually. So it only seems fair to share the life that brought me here. [He has several stark examples of what a lack of information can do to your choices.]