Or you know, he probably just gets a kick from killing anyone/anything. Who they were in life doesn't matter.
The dying motions and weak gasps of a young, innocent 12 year old girl with a round in her right lung can be as delightful to his ears as the ragged, hoarse breathing of a grizzled PDF veteran with half his neck shot through, blood pouring profusely from the wound, even as he fumbles with his old laspistol, weakly raising it in an attempt to avenge himself.
Then if you add in the whole 'demonic bullets' thing, you could even give more variety to his victim's suffering, with liberal amounts of GRIMDARKness....possible torture-inducing demonically barbed rounds, like >>3410704, or just very Dark Eldarish stuff, like nerve-paralysing poison darts - intense, wracking pain but no death (or a very slow, eventual one), rounds that may cause Slaaneshi mutations - extra limbs, organs, bits, etc; or borrowing an effect from Terry Goodkind's 'Sword of Truth' series, a dart/bullet/round that causes neverending, intense orgasmic pleasure that drains their body of stamina, sanity and willpower until they expire...that's not very subtle though....
and then you could just have fuckmassive firepower for one rifle, like rounds that are demonically augmented and can tear dinner plate-sized holes in people.
You could also go with the whole excessive sensation thing. Like how the Noise Marines indulge in their constant aural overload, the BBEG would deign to take in everything that happens during his orchestrated hunts...the sight, the sound, the tactile feel of his >>3410664 slaanesh-corrupted rifle, the imagined tastes (his victim's blood, their pale, dying flesh, or even the lingering smell of gunpowder after firing), basically he learns to enjoy it on the scale of all 5 senses (with some help of the demon, of course)