Common expression for this is:
You're a glutton for punishment!!!
In other words, "you are clearly a masochist."
For an evil game character, "glutton for punishment" sounds right on.
In a deep and menacing voice:
"Ah ha!! I see now that you will never be satisfied! (or: ...that you are completely insatiable!) Clearly, you are a glutton for any type of punishment I can devise to throw at you!"
This is essentially a "masochist", but I wouldn't use the term "masochist" in a commercial game application, as the connotation can also be somewhat sexual, so might cause offense to some adults in this current era of extreme political and social correctness.
OMG... just noticed now that I'd already answered this months ago!!! ...lol...