So Mephisto here is huge nerd about human popculture in his canon (like, a legitimate otaku and everything), so he'd actually know who Peter is! Or at least he'd assume it's more than just a coincidence, since he wouldn't be the first fictional character he's met.

His own powers will also be blocked, which especially sucks since they're basically designed with escaping in mind (he can teleport), and he'll be curious to see what everyone else can do in case they need to make an escape plan. And I can see him especially pressing Peter to talk about his powers too, even if only so he can cross meet-an-actual-comic-book-superhero off his bucket list.