Lucifer has emotional issues.

It was the first part of his character I developed. xD
He remembers events and details, but can't relive any emotions associated with them. Unfortunately, he feels so unbearably empty without these emotions that he actively (subconsciously?) creates situations that are emotional and dramatic, even theatrical.
Even more unfortunately, pain and suffering are easier to attain than happiness. So...

I could really go on about all the characters for ages (maybe I'll share my notes with you once the series is over :) ), but I'll leave it at that for now. <3