Put another way it can be phrased in a simple question (the "question" is simple, the implications of the "answer" are anything but in human experience) ...
What do you do when you desire to be the final arbiter of your own life - but you find yourself in a universe where their is an all-powerful being (i.e. God - with a capital G --- in this case called "Eru" or "Illuvatar") who demands you acknowledge HIS lordship over your life.
I think this is part of what Tolkien is exploring. Sauron (and Melkor, etc) can have no uncertainty in their factual knowledge about Eru but they are also unwilling to submit.
What can one do in such a situation?
If you won't submit, how else do you resolve the dilemma except by willing self delusion (i.e. that Eru will "let" you be your own master, or even that he isn't "really" all-powerful so you have a chance of setting up on your own apart from him?