This isn't easy to explain. I'll try my best as I have seen this movie so I know the context. As Arthur brings Vortigern down in their final battle, Arthur tells him that Vortigern is responsible for making him what he is. It was Vortigern’s attempt to kill him that led to Arthur being raised in the rough and difficult environment that gave him the drive and strength to grow into a hero. So when Arthur says 'And for that, I bless you. You make sense of the Devil,” Arthur is basically saying that God allows evil because only in this way can human beings have the opportunity to grow and mature as they ought. I hope this helps, it refers to one of the most famous questions in philosophy when philosophers question if God is so good and powerful that he can stop evil, why does evil and the devil exist, hence Arthur's explanation in this movie. I really hope this makes sense and is useful to you! It is a complicated one!

Making sense of something can mean understanding something but also that things fall into place like in a solved puzzle. Here I think Arthur means that the evil Vortigern (from the devil) gave him the strength and power to become King Arthur. Does that make sense?

Evil basically emerges due to ignorance leading to fear and finally resulting in hatred. The opposite is truth revealed from knowledge which destroys fear and ignorance, ultimately preventing evil. Knowledge here refers to both secular or scientific and spiritual knowledge. Truth or knowledge and ignorance is likened to light/day and darkness/night respectively. Essentially, you cannot know what is light or day without experiencing darkness or night. The opposite is also true. Only then one values light, brilliance and truth from knowledge. There's a saying "No tree can grow towards the heaven without its roots firmly planted in Hell. Likewise, the existence of the Devil not only helps understand evil but it also accentuates the greatness of virtue arising from righteousness inherently which help us cherish and value virtuosity. Similarly, Arthur in the movie blossomed to his full potential as a virtuous self-realised man indirectly thanks to his uncle Vortigen's selfishness. There was a dialog between Vortigen and Arthur in the cell, whereby Vortigen tells Arthur, " you not only survived the gutter but also blossomed out of manure" Vortigen ridicules but implicitly impressed with Arthur's success. Mage also asserted and I paraphrase " Arthur needs to go to the Darclands so that part of his self dies and a new stronger self is formed. The part of self that needs to die is referring to the "ego self" which can only be achieved by experiencing the real horrible scary darkness. Courage CANNOT be mastered without experiencing fear and only when conquered, fear diminishes to be replaced by courage. Hence, that's the gist of "you make sense of the devil" means philosophically & metaphysically. People think Devil opposes God or Devil is the cause of Evil and can't grasp why God created or let evil to perpetuate. In reality, Devil is Lucifer, God's favourite & most devoted angel. Hence God gave Lucifer the hardest jobs, that's to test man's spirituality.