Perhaps the setting was a place of purgatory for both men
While watching this movie, I couldn't help but think that these men were both in a place beyond this world, represented by the apartment. Beyond the door to that apartment, leads the door to heaven, or hell.
"Black" seems to have found God, but he's a confessed murderer... and maybe his true salvation lies in making a believer out of "White".
On the other hand, White, who is an atheist, is looking at eternal damnation for committing suicide (if you indulge my theory a moment and accept that's already dead). Unless he walks out of the apartment a believer. And it's like Black knows this. He has him locked inside and only after the third time White asks...begs to be freed of the apartment (a non believer), does Black finally relent.
He's failed and he must remain in 'this place'.
Think of the last scene where he falls to the floor and seems to be talking to and looking at someone directly.
Maybe he knows he has to wait in the apartment until the next 'lost soul' comes along.