I agree with Mumriken. Though he may have confused some parts of the legends, I think Sauron was ever faithful to Morgoth, "and walked behind him on the same ruinous path down into the Void." [Sil, p. 26] Like Sauron, Morgoth "lay upon his face before theon feet Manwe and sued for pardon" [Sil, p. 52] Of course Morgoth had the more lofty goal of "dominion over Arda" and therefore "let most of his being pass into the
physical constituents of the earth" and therefore he, "'incarnated' himself (as Morgoth) permanently" as he "attempted to identify himself" with Arda [Sil, p. 399]. This made the Valar moving against him hard due to his connection with Arda. Sauron, however, "was not obliged to spend so much of himself" and he "spent his (much more limited) power on the Rings; for it was the
creatures of earth, in their
minds and
wills, that he desired to dominate." [MR, pp. 394-395] Obviously Morgoth hated anything not of his thought, and I do not think Sauron knew the mind of Morgoth and thus his nihilistic bent.
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Not even one of the Valar, could read the mind of other 'equal beings':... Melkor remained in a fixed and powerful will to withhold his mind.
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However, to me Sauron's greatest loyalty to Morgoth was that he was a shadow of the greater power, Melkor on a smaller scale, thus Morgoth's Ring [Arda] and Sauron's Ring [of power].