Why would we be willing to believe that they will stop the torture if we killed ourselves?

Destructive analysis of a few of the small spheres.

Further, if we killed ourselves why wouldn't they delete or kill the people being tortured?

Ah, but the torture is worse than death! Deletion would be an improvement.

What is to stop us from building massive super computers that can simulate some way of torturing trillions of them unless they stop simulating the torture of us? By communicating this possibility to the aliens and letting them know that if they don't stop by the time the torture computers are built we will immediately begin construction on yet another torture computer to double the amount of torture then, if the aliens have the morality that they are assuming of us, they will immediately stop torturing the simulations.

If I were going to continue the story in that vein, I'd give the aliens the same morality as Thud, and have them make an uninformed guess that someone like Fred might have power.