Take you down another level
Get you dancing with the Devil

from The Weeknd – Wicked Games Lyrics on Rap Genius

Meaning

Being a stripper is already shameful, he would like to be her next mistake thus taking her down another level. He wants her to do things that are considered sinful.

Hell has historically been seen as towards the centre of Earth, thus being taken down a level would mean breaking through the mantle to hell. Additionally, to say that to be taken down just one more level would put them in hell means that they are already pretty close to begin with.

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