"Better the devil you know" is an interesting saying. In essence, it is a decision-making process based on trade off.

Do I choose something bad but familiar, or do I choose something new with unknown consequences?

Do I continue living for myself, or do I live for God?

Of course I cannot compare God to the devil! The point is on the decision-making process. Living for God is filled with unknown consequences.

He does not want me to be like the world. "As he who called you is holy, you also be holy in all your conduct, since it is written, 'You shall be holy, for I am holy.'" (1 Peter 1.15-16 ESV)

Living for God means being different with whatever consequences that may bring. Living for God can be uncomfortable.

Living for myself in this world, living like the world is familiar territory.

But God is infinitely better than "the devil I know". So I choose living for God.

~

Related: Without borders