That's kind of the point. I understand the difficulty people have with figuring this show out, since stories using the "deal with the devil" narrative framework you identify usually place the primary blame for things going wrong on the person who made the deal. But this isn't a show that's interested in purposeful moral lessons. It's better to view this as horror with a layer of cynical societal critique. Moguro represents Japanese working society at its worst (see the intro to each episode where he's overlaid with live-action footage of Japanese cities). He is a malicious figure who seeks to ruin the lives of his victims and has no pity for their struggles, just as society is portrayed as a brutal, uncaring force which crushes the spirits of the individuals featured.
The fundamental message of The Laughing Salesman isn't "You can live a satisfying life if you avoid mistakes," but "The whole world hates you and wants to see you fail." It's a nihilistic perspective that doesn't make for pleasant viewing.