Don't forget that Osse followed Melkor for a short while, but repented and was pardoned. Sauron most likely had the same option open to him early on, or perhaps even later.
I believe it's Osanwe-kenta that contains some fascinating discussion on the topic of Manwe's inability to fathom deceitfulness, and therefore his seeming 'gullibility' with regard to Melkor's suit for pardon.
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