I have been reading the Shaman King manga. And although at first I despaired for Ryu/Lyserg, it's actually almost more canonical than in the anime, I think.
Anyway.
He wants to become pure.
If Jeanne suffers so much every day, this should be nothing. Pain cleanses. Pain washes away. Punishment like this is straightforward and logical. There are no unforeseen consequences for his actions. There is only pain, marking him, making him holy.
Besides, he admits to feeling a certain visceral pleasure in in his suffering. Something about it is so... intense. He experiences it like a flood of sensation.
Sometimes, in bed at night, he will wet his sheets reliving every stroke of the whip on his naked back.
"Lyserg? Come forth and recieve your punishment."
"...Yes."
(The funnest part was trying to figure out how Lyserg would refer to masturbation. Touching yourself, thanks to the Divinyls, is only for girls. And jerking off is too crude. Oh, the perils of a writer's life.)
Poll time! What's your favourite clever euphemism for beating the glass poodle?