hazbin theory/thoughts: i feel like one of the overall themes of the show will be "freedom", specifically the two concepts of liberty: freedom to and freedom from.
sinners experience persecution and death and general shittiness, but they seem to be able to do pretty much whatever they want. yes, that anarchy is part of the problem - you could get squashed by an overlord at any moment or have your shit stolen because everyone can do whatever they want - but in many ways it truly is freedom. even those who are not free (sinners owned by overlords) can look however, say whatever, and seem do their own thing most of the time. they're not free from oppression and pain, but they're generally free to do whatever they want.
the winners, on the other hand, seem to be generally content and are safe, happy, and protected in heaven. they're free from worry and pain. but we see that pentious is heavily limited in what he's allowed to do and where he's allowed to go. maybe that's just because he's used to being a sinner - but you're telling me no other winners like inventing things that blow up? no other winners want to see their friends and family in hell? the others HAVE to have felt these constraints too. they also had NO IDEA what their leaders were doing - compared to the sinners, who can openly criticize and antagonize their royalty? the winners are free from pain and suffering, but are not free to move freely, access information, or behave outside the norm.
we're told over and over that hell is the worst and heaven is the ultimate goal for souls but it's becoming clear that it's not that simple. finding a balance between negative and positive liberty might be the end goal, meaning a possible restructuring of the afterlife?