Why? Because the mythology of the cenobites (in Clive Barker's mythos, a race of beings that can grant ultimate pleasure and ultimate pain in the same moment, making them “angels to some, demons to others”) is a creative and very welcome departure from the more typical semi-Christian pseudo-theology of so many horror movies. Barker's conception of horror is more poetic. The actual meaning of the word “cenobite” is “a monk who lives in a community” as opposed to a hermit. I'm not sure what this says about the movie, if anything, but there is something vaguely monastic about Pinhead and his brethren, despite their hedonistic nature.