Disclaimer : i haven't seen any of the previous episodes completely.
But from what we've heard since Mandaar's entry was that Vijay Deshmukh was an extremely controlling father. Someone who kept his kid under his fear and not love so Mandaar coming out to be a psycho just like his father is not even shocking to any of us.
To be honest i think that fear and control worked on his mind and when he saw Pallavi, something hit him. And he wanted her, this time having even his father's support to get married to her. Maybe he's never gotten anything he wanted because Vijay Deshmukh was dominating but when it came to Pallavi even VD approved hence he felt dominating for the very first time in his life.