Damned: Condemned by God to suffer eternal punishment in hell
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In this sense being damned is something they desired,
“We have followed you," they said, "and we shall follow you wherever you go. If danger threatens you, we shall face it also. If it be death, we shall die with you. You are damned, and we wish to share your damnation."
Damnation in this sense means freedom from the oppressive conformity of the "civilized" world.