Some of this might not fit with other things you have in mind, but hopefully something here will be useful.
The first and most obvious possibility is to provide a way for them to escape. Two things make this tricky: 1) balancing the situation so that the escape is neither too difficult nor too easy, and 2) not simply reversing your problem and undercutting the PCs who managed to avoid being captured instead. Since this depends heavily on the details, I'll assume you can figure out if you want to go this route and won't dwell on it here.
The devil worshippers could use the PCs for slave labor, creating an opportunity for them to role-play. The paladin especially is likely to have a problem being forced to construct something for the bad guys. Maybe they can find ways to sabotage the construction - it might not ultimately matter, but it could still make for an interesting story.
Depending on the tone of the group and how the PCs interact, another way of opening up role-playing opportunities would be for the cult to try and turn the PCs against each other. They probably know that the paladin and the cleric aren't going to turn, but the rogue might seem like a great target for them - after all, what's he doing hanging out with those goody-two-shoes anyways? Surely he'd prefer the kind of luxurious lifestyle that their devil masters offer, right?
If the cult has any secret plans, being captured provides a good opportunity for the PCs to discover them. Maybe they can trick a guard into saying too much, or eavesdrop on a meeting during slave labor. Perhaps they learn that the cult plans to summon a powerful devil on the night of the escape, forcing them to push deeper into the temple after they regain their gear rather than simply rushing to the exit.
Perhaps you can use this opportunity to set up the next adventure. For example, in prison the PCs meet an NPC charged with escorting a holy artifact to a shrine. Now when they escape they need to retrieve the artifact first, then join the NPC to ensure it arrives safely at its destination.