what she says i'm fine
what she means although we all like to joke about emo-extreme™ vader building his palace on the same spot where he was fucking destroyed by obi wan, he probably did it as a reminder and self punishment. mustafar wasn't just the place he lost his limbs; it was the place he lost the love of his life. it was the last place he saw padme alive, and not only that, but as far as he knew, it was the place where he murdered her. he knew that building his palace in a place so full of guilt and rage would drive him further into the dark side, thus rendering him stronger and more powerful, but he also knew that being constantly reminded of his failures and losses would constantly torture him until he lost himself completely. perhaps that was what he was trying to accomplish; by living in the most significant place to anakin skywalker he would become more irrevocably darth vader.
or maybe he just liked it cuz lava is basically burning sand and if his life was hell then his archnemesis better be burning too