Well, the devils say they don't want to be cast out into the deep, and be tormented before their time of judgment
Luk 8:30 And Jesus asked him, saying, What is thy name? And he said, Legion: because many devils were entered into him.
Luk 8:31 And they besought him that he would not command them to go out into the deep.
Luk 8:32 And there was there an herd of many swine feeding on the mountain: and they besought him that he would suffer them to enter into them. And he suffered them.
Now, the deep cannot refer to the ocean, because they all went down the hill into the sea the next moment.
The deep is that great deep. Gap theory actually helps explain this, as in that doctrine, the original earth was half in water and half out of water (floating), and God's judgment on that original earth was to submerse it (Genesis 1:2) in the great body of water called the great deep. In the recreation, God separates the waters and makes a space in the middle of them for the earth and all other stuff to reside.
Even without gap theory it's basically the same. The great deep is a HUGE HUGE HUGE body of water around the universe that seperates the second heaven from the firmament of God's power.
As for why they killed the pigs, I don't know. Maybe the devils just like death, but couldn't kill the man they inhabited because God did not allow them to.. not sure
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