Anyway. While I do think Urushihara initially teamed with Olba out of desperation (Olba likely pulled him off the battlefield and aided his recovery... makes for a great manipulation jumping-off point) once Olba tipped his hand by offering a ticket back to heaven, their relationship became more of a "he thinks hes playing me, but little does he know... that i am the one playing him!! >:)" kind of deal. Urushihara had to have known that there is no way Olba had the power or influence required to make that kind of promise, and Olba had to have known that the demon general Lucifer (renowned at that point for being unpredictable and violent, even for a demon) being cooperative was a temporary thing at best. Although there isn't a clear timeline for this stuff, I always thought that Maou was defeated while Urushihara was still recovering, so he would've agreed to go along with whatever Olba had planned thinking that Maou was dead and he really truly had nowhere to go. I don't think he ever intended to go back to heaven, even without taking the whole "tortured and experimented on" thing into account. However, once Urushihara's signed on with Olba, he reveals that the demon lord is still alive and well in another world, and now Urushihara knows what to do.
This might be giving Wagahara too much credit, but I think Urushihara threw the fight with Maou in order to reunite with him. During the fight with Urushihara, all of the characters involved repeatedly comment that he doesn't seem to be giving it his all. Emi remarks on several occasions, both during and after the fight, that it was like fighting a completely different person. Furthermore, the fact that something similar has happened between Urushihara and Maou in the past means that Maou knows that Urushihara is prone to lashing out when he feels neglected, and Urushihara knows that Maou won't kick him to the curb, no matter how bad the collateral damage is. It's worth noting that the only part of the whole incident that really upsets Maou is when innocents are put in danger. The rest of it, from getting shot through the chest to Chiho being taken hostage (which he really should have been a bit more upset about, methinks) he seemingly takes in stride. The rest of the cast is baffled at how he moved on from the incident so quickly, even Ashiya expresses his doubts initially, before seemingly remembering that "oh yeah, that's just how those two are." All this is to say that Maou and Urushihara understand each other on a level that no one else really gets close to, and that's why he thought that blowing up that overpass was a good idea.