Kelhus didn't "succumb" to the goad of the IF ( any relevance to IF as acronym, I wonder ) - I take that was because of his "deals" with hell ( i.e. he didn't see himself tormented, so was relieved more than scared ). He asks if he's the first - perhaps ferreting out he's the only one to have attempted an alliance with the 4 Horned, ensuring he won't be betrayed by same? Kelhus had the idea, maybe vetting if any of his "brothers" had come up with a similar approach, you see hell is real, why not try to "tame" it into your control. Given their millennia of dedication to logic/logos/reason, could be the discovery of hell is just a new data point to them.
At first read, I took this as maybe a bit of hubris, maybe even pride that Kelhus would ask this. Upon reflection, seems there was design to the question - perhaps an incomplete question, "am I the first ... to attempt dominating hell". Kelhus may have been surprised The Mutilated took up the cause of The Consult in lieu of going in another direction.