I agree with this. Xander would see the break-in as a means of escape. He would see the creatures that break him free as lost souls, like him. He would try to seek their favor, only to realize that they aren't that great after all. However, I think he should be left in the hands of Lilith for a tiny bit first, just so that he'd have something to compare (life out in the wilds of Hell vs life locked away with Lilith). Plus I think he would need to get to know her a little better first before he escapes and eventually realizes, "She wasn't so bad after all."

I get the impression that you're seeking ideas for the immediate future of the RP? A reason for Lilith to interact with Alexander: I don't think she can force the power out of him. She needs to help him become aware of his power, then somehow teach him how to use it just enough for him to be useful to her. Right now, he can't heal anyone, including himself, at will. He needs control. 

That said, what specific power does he have that Lilith needs? She does not need his ability to heal, does she? Is he a key to keep Hell locked tight and needs to mature magically before he can be effective as a "key"? Will he be the only one powerful enough to subdue the masses of Hell and make them stay put, hence the emphasis on the destructive side of his power? I could toss in a few more ideas; I'm just trying to get an idea of what Lilith will be looking for in this guy.