Having an interrogation room in your inner sanctum is problematic for several reasons. First your indulging in something that would be better off left to a minion or lackey, if the prisoner is high profile then have a trusted lieutenant perform it, you can watch from the surveillance monitors. No need to involve yourself directly. Second, it’s a good idea to diversify your assets. Sure you have your castle, the flying fortress and your underwater expanse but it is still a good idea to own some more “humble” type places. They make for a good tax shelter and can even be used for some more of your more dangerous experiments. Finally if the hero does manage to distract the person performing the interrogation and escapes, all he escapes to is the front yard of some old dilapidated building.
Lets keep this in mind next time. Hire someone to do your interrogations, diversify your assets and be safe. The only person who should ever be in your inner sanctum is you. Perhaps a pet.