Why does Montresor continue to suggest that the pair leave the vaults in "The Cask of Amontillado"? What impact do his protestations have on Fortunato?

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Montressor is suggesting that they turn back to allay suspicion.

Montresor is very clever.  He knows that Fortunato is drunk, and not really aware of what is going on.  It is carnival, and his guard is down.  He continually tries to trick Fortunato into getting off his guard.  This is why he pretends to be worried about his health and offers to turn back.

“[Your] health is precious. You are rich, respected, admired, beloved; you are happy, as once I was. You are a man to be missed. For me it is no matter. We will go back; you will be ill, and I cannot be responsible. Besides, there is Luchesi—”

Montresor also tells a joke, pretending that he is a Mason, to make Fortunato think that he can trust him.

You are not of the masons.”

“Yes, yes,” I said; “yes, yes.”

“You? Impossible! A mason?”

“A mason,” I replied.

“A sign,” he said, “a sign.”

He is not a Mason, and he is not a member of any secret society.  He is using this an excuse to have a trowel.  That way, Fortunato will suspect nothing.  The joke about being a Mason may make Fortunato think that he is one, and make him believe that he can trust Montresor, and his inquiries into his health are actually genuine.

“The nitre!” I said; “see, it increases. It hangs like moss upon the vaults. We are below the river's bed. The drops of moisture trickle among the bones. Come, we will go back ere it is too late. Your cough—”

Montresor is convinced that if you do not get away with murder, you are not really getting revenge.  This is one of the reasons he is bringing Fortunato down into the crypt in the first place. He knows that once he bricks him up, no one will ever find him.

The constant references to going back must work.  Fortunato is no more the wiser.  He is so obsessed with seeing the wine, and so drunk, that he trusts Montresor.  He is convinced by Montresor's claims about his health and the joke about the Masons, and doesn't seem spooked by the crypt.  In the end, he doesn't realize something is wrong until he is actually bricked in.

In this story, Poe shows us the limits of human observation.  Montresor claims that Fortunato did him a "thousand" injuries, but chances are they were small or imagined.  The reality is that there are plenty of madmen among us, and sometimes we just have to be aware of our surroundings and the people we hang out with and what their true motives are.  People manipulate us all of the time.  The results are not always as deadly as they were here.  We should remember though, that Poe was inspired by a true story when he wrote this!

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Montresor has two reasons for suggesting that they turn back. One has been called "negative suggestion" or "negative psychology." Some people, and especially drunks, will insist on doing the opposite of what a well-meaning friend advises. For example, if someone tries to talk an intoxicated friend out of driving himself home, the intoxicated friend will become all the more insistent on driving himself. This phenomenon is observable in Fortunato. He insists on pressing forward out of obstinacy. Montresor's other reason for suggesting that they turn back is to create the impression that there is no danger to his victim in proceeding onward. Montresor could be doing just the opposite. He could keep encouraging Fortunato to follow him, telling him they are almost there and describing the delicious wine they are about to sample. But Montresor is cunning. He knows it is more effective to do what he is doing: to seem to be persuading Fortunato to give up and turn back. It is noteworthy that Montresor occasionally brings in Luchesi.

“Come,” I said, with decision, “we will go back; your health is precious. You are rich, respected, admired, beloved; you are happy, as once I was. You are a man to be missed. For me it is no matter. We will go back; you will be ill, and I cannot be responsible. Besides, there is Luchesi—”

Fortunato is only here because of Luchesi. He doesn't want the other man to hear about the bargain in Amontillado. If Montresor hadn't told him he was on his way to Luchesi, Fortunato would probably have begged off because of his bad cold or because of some important engagement. He doesn't have to sample Montresor's Amontillado. If there is a newly arrived Spanish ship loaded with pipes of Amontillado being sold at a bargain price, Fortunato, as Montresor knows, could go straight to the harbor and find the ship with ease. He could sample the wine aboard the ship and buy up the entire cargo. But if Montresor goes to Luchesi to sample his (nonexistent) Amontillado, Luchesi will soon be competing with Fortunato for the bargain-priced wine. None of these men--Montresor, Fortunato, or Luchesi--would be interesting in buying pipes of Amontillado for personal consumption. A "pipe" contains 126 gallons! It is a sweet, sipping wine favored by ladies in those days. Montresor ostensibly wants an expert to authenticate the one pipe he has already purchased because he would like to buy more if he didn't "have his doubts." Fortunato wants to buy the Amontillado for resale, if it is a bargain and if it is genuine. Luchesi would only be interested in making money off the Amontillado and not in keeping a huge quantity for personal consumption.

Montresor knows he has Fortunato hooked. Fortunato wants to taste that Amontillado in spite of his bad cold, in spite of being inadequately dressed, and in spite of the the unhealthy environment. Montresor has set it up so that Fortunato is forced to sample that particular (nonexistent) cask of Amontillado. He undoubtedly intends, as Montresor well knows, to taste the wine and say it is only ordinary sherry. Thus Fortunato would eliminate Montresor as a competitor as well as Luchesi. Montresor is a poor man and could probably only buy a few more pipes, but Fortunato is quite capable of discouraging Montresor in order to have a clear field. If Montresor were to find out that Fortunato had bought up all the Amontillado that night (assuming it had ever existed), Fortunato would laugh and call it an excellent jest. In this case, however, the joke is on Fortunato.

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