For as much confidence as she projects outward, Lilith is quite insecure and sometimes on levels she chooses not be conscious to. Even alone, Lilith will wrap herself in a blanket when wearing lingerie around the house and if anyone asks, she’ll insist it’s for the comfort aspect and partially, it is. But the other part is the fear of being judged or overly judging herself. I don’t think she sees herself as an ugly person and more importantly she wouldn’t say she was unintelligent, but she does spend a considerable amount of time concerned that other people might and will go to great lengths to avoid it.
Coming from a background where she was always seen as inferior in some way, shape, or form no matter how hard she tried to be considered worthy of loving attention and respect, it’s very rare that Lilith opens herself up physically, emotionally, or otherwise for anyone- even herself. She constantly distances herself from thinking deeper emotions on her own person because she’s 200% sure she’s not going to like what she finds. Lilith obviously has a great many faults and has done things she’s not proud of or hates that she doesn’t feel bad about and she has yet to reach a point where she’s ready to admit that to herself and move forward much less allow anyone else to point out those faults and pick her apart for it.
On a purely physical level, she shies away from excessive exposure to avoid criticism on her appearance and I’ve mentioned before that she takes on different forms sometimes either because she’s not pleased with herself or she’s scared that someone else won’t be. While she’s Mary, she takes slightly more liberty in exposing her chest at least, mostly because they’re not hers, but still only does so when she feels the need to impress or lure someone closer (i.e. that poor pizza guy, Satan, etc.) and not because she feels comfortable enough with herself to do so- nine times out of ten she’s wearing something tight-fitting, but modest to create more of an imaginatively alluring look.
Lilith will always feel most at ease wrapped in something or layered and of course we’ll probably never see this in the show because like, those writers need her to project that “sexy demon lady uwu” image, but ya girl loves blankets and pillows: that’s where she’s truly cozy.