Flies by Robert Silverberg. I read it in the Dangerous Visions anthology. It starts with the astronaut virtually dismantled by some unspecified accident, and he is reconstructed by the aliens:
Here is Cassiday: transfixed on a table. There wasn’t much left of him. A brain-box; a few ropes of nerves; a limb. The sudden implosion had taken care of the rest. There was enough, though. The golden ones didn’t need much to go by. They had found him in the wreckage of the drifting ship as it passed through their zone, back of Iapetus. He was alive. He could be repaired. The others on the ship were beyond hope.
It's pretty brutal story. The scene with the pregnant ex is:
A swift kick in the belly might do it. Too crude, too crude. Yet Cassiday had not come armed with abortifacients, a handy ergot pill, a quick-acting spasmic inducer. So he wrought his knee up sharply, deploring the crudity of it. Lureen sagged. He kicked her a second time. He remained completely tranquil as he did it, for it would be wrong to take joy in violence. A third kick seemed desirable. Then he released her.
The quote you remember is from the scene where Cassiday kills a pet that an ex loves:
He ignored the question. “Tell me the line from Shakespeare Mirabel. About the flies. The flies and wanton boys.”
Furrows sprouted in her pale brow. “It’s from Lear,” she said. “Wait. Yes. ‘As flies to wanton boys are we to the gods. They kill us for their sport.’”
“That’s the one,” Cassiday said. His big hands knotted quickly about the blanket-like being from Ganymede. It turned a dull gray, and reedy fibres popped from its ruptured surface. Cassiday dropped it to the floor. The surge of horror and pain and loss that welled from Mirabel nearly stunned him, but he accepted it and transmitted it.
The aliens are curious about humans and they reconstructed Cassidy to be sensitive to human emotions and transmit them back to the aliens. However they did not intend for Cassidy to generate the emotions by harming others. After Cassiday attacks the pregnant woman they recall him and reconstruct him to transmit his own emotions instead. The story ends:
“What will you do to me?” Cassiday asked.
“Reverse the flow. You will no longer be sensitive to others. You will report to us on your own emotions. We will restore your conscience, Cassiday.”
He protested. It was useless. Within the glowing sphere of golden light they made their adjustments on him. They entered him and altered him and turned his perceptions inward, so that he might feed on his own misery like a vulture tearing at its entrails. That would be informative. Cassiday objected until he no longer had the power to object, and when his awareness returned it was too late to object.
“No,” he murmured. In the yellow gleam he saw the faces of Beryl and Mirabel and Lureen. “You shouldn’t have done this to me. You’re torturing me . . . like you would a fly...”
There was no response. They sent him away, back to Earth. They returned him to the travertine towers and the rumbling slidewalks, to the house of pleasure on 485th Street, to the islands of light that blazed in the sky, to the eleven billion people. They turned him loose to go among them, and suffer, and report on his sufferings. And a time would come when they would release him, but not yet.
Here is Cassiday:
nailed to his cross.
