I think you're all giving way to much credit to how much of a damn Xykon gives about the OOTS.

He can't even remember Roy's name. Why would he bother torturing some redhead he found in his city? He'd just zap her and be done with it. Same goes for Belkar, he probably thinks halflings are icky or something. He'd just off them and move on. They don't know anything he needs to know and don't really offer anything he needs either.

I mean, sure, Belkar takes down tons of hobgobs, but Xykon took down tons of paladins and ghost-martyrs. He dosn't need extra muscle.