Zig Zagged: Lance chooses not to join Faith, but in the sequel, he changes his mind and finds a second rift to her world. However, when he finally gets there, he decides he doesn't want to as he sees the rift close before his eyes. However, he changes his mind again...
Averted: Either Lance doesn't jump through or Faith never has to make a Heroic Sacrifice.
"We need a way to show how much Lance loves Faith... how about we let him join her as she performs her Heroic Sacrifice?
They need to be together for the spinoff.
Lampshaded: "I knew you'd jump through for me."
Invoked: Faith deliberately makes the Heroic Sacrifice because she knows Lance will follow her.
Exploited: Faith can get out of Hell perfectly easily, but pretends she cannot because she knows Lance can't and will follow her.
"Okay, we've been through a lot together, but you're not worth that!"
Faith only went to hell so she could save Lance. She now perceives what she did as a Senseless Sacrifice and becomes angry with him, and thus they spend eternity at each other's throats.
The sacrifice is followed by something even worse: the inner psychological conflict between the two lovers. Thus, the real Hell become being with each other.
Lance goes to Hell literally to save Faith. The pain of it comes from love not existing within Hell, causing his supposed Heroic Sacrifice to be very stupid and senseless, as if he had saved Faith, they would actually be happy, but in Hell they only suffer.
Because they're in hell, a place dedicated to being everyone's worst nightmare; the demons and devils actively try to prevent them from seeing each other and succeed, turning his heroic sacrifice into a senseless sacrifice.
Played For Drama: As Lance jumps through the rift to be with Faith, he suddenly thinks of his family and friends and everyone he had left behind just to be with her, and immediately regrets jumping through. Because of this, his relationship with Faith experience turbulence.