Something about Sauron telling the Orcs + Adar that the Valar wouldn't accept them, and that collective helplessness/sadness/resolve amongst them all that they were truly alone in the universe was so, so devastating.
Personally, I think he was lying, but they don't know that. I understand Adar's strive to create a world for just his children because really, no one else in his mind will accept them.