Pinhead and his little friends the Cenobites never meant to just murder people outright or punish them like the silly sequels imply. They want to push the limits of what it means to sense things, to feel all sensations simultaneously, like pooping while watching the saddest movie ever on a roller coaster that ends with you getting a raise while your grandma dies in a field of hot, nekkid ladies. You don't even know what to feel when it's all over, but you definitely felt something. So if you need to be flayed alive and have meat hooks jammed up your ass to get there, well, Pinhead's willing to do that for you.
Reproduction And Freedom
John Carpenter's The Thing is awesome in so many ways that if it came to your house and ordered you to make a sandwich, by God you'd do it without question and then let it have the comfy seat on the couch. It's a nearly flawless horror film, due in no small part to the fact that the villain is incredible. What the hell is the Thing? It doesn't even get a name, just general terminology, because it's so hard to wrap your head around. Every piece of it is alive, every piece wants to live, but somehow they can work together as a whole as well, and its only goal is to get free. And if that means eating Wilford Brimley, then so be it.
Though many find his blood to be unbearably sweet.
In the original film, the aforementioned diabeetus spokesman is convinced the Thing could consume the entire world if it escapes, and it very well could, but you have to wonder if it wants that, since it does try to build a spacecraft to leave. And it showed up in a spacecraft as well, so it has intelligence. It's advanced, probably more intelligent than the humans it replicates, even though at no time does it attempt to establish a dialogue or explain what it wants. It doesn't care what the hell the humans think any more than it cares what the dogs think. They're a means to an end.
Imagine you crash on an alien world and you're incapacitated. The locals find you, you wake up, and what happens? You're going to want to get the hell out of there, because if there's one thing we can all be assured of it's that aliens (in this case humans) want to probe asses. Even the Thing knew that. And since its physiology is so fluid, it could literally turn into nothing but asses and be probed until time ends. Who would want that? Actually ... well, no, that would get tiring.
"What? This is what asses look like on my planet."