It's wild to think about how Alastor imposed his toxic defence mechanisms onto Vox. In the picture Vox and Alastor took together, Vox is clearly overjoyed. He's smiling. He's happy. And it isn't a smile for the sake of the cameras, otherwise it wouldn't be so close to his heart even decades later. If we compare it to all the photos, merch, promo material, and pictures in canon Vox takes with the Vees he's acting stoic and more "I'm the untouchable leader" in the united front with the Vees. He's grumpy and distant, and when he's trying to put up a congenial, warmer demeanour, he ends up looking either sedated or a bit crazed. It isn't genuine.
And we know it isn't because he doesn't love them. He takes pictures of them and keeps them in the softer moments they share together. He jumped in front of Alastorās attack and stood before an angelic spear to protect them. Their choice to save him in the end despite everything he did is an additional indicator that they know Vox loves them just as much and that this isn't his usual behaviour. Two powerful, independent Overlords like Val and Velvette wouldn't risk their lives otherwise if there was even a shred of doubt.
It leads to believe Vox REFRAINS from showing his care and happiness.
In Don't you forget (reprise), Vox keeps calling back to how "he has a team. He has a dream" almost like he's trying to JUSTIFY his own choice to affiliate himself so tightly with others, which isn't so much a choice as it is a desperate desire for closeness and trust. It's like he's trying to prove to himself, not just to Alastor, that friendships in hell CAN exist. All of that, only for Alastor to keep circling back to "you need them. That's the only reason you're with them. They don't need you. They're better than you. They'll leave you behind."
And eventually it gets to Vox.
Alastor doesn't just pray on Vox's insecurities surrounding his self-worth, he prays on his paranoia that the Vees aren't REALLY a family and that he's just too naive to believe they are. In the end, he eventually concedes. He says "no more playing house." That alone implies they had a family dynamic going on. But, Vox is too afraid to believe it's REAL. Rather than choosing to follow his own judgment and instincts and trusting the Vees, he chooses Alastorās path: "ditch them before they have a chance to hurt you."
His choice to rise above the Vees isn't a reflexion that he doesn't love them, it's a reflexion of how badly Alastor traumatized him to the point Vox is too afraid to love anyone again. In the end, Alastor was proven right to doubt Vox; Vox DID try to backstab his partners and all of Alastorās doubts were reaffirmed. Meanwhile, Vox was saved. After treating his partners like crap, they risked their lives to save him too when they could have left him behind. The Vees are a direct juxtaposition to Alastor's beliefs.
It's not just about greed or an ego going crazy or a self-destructive urge to prove himself to Alastor. Vox WANTS to trust the Vees, but Alastorās rejection gave him the same avoidant attachment issues and belief that "there are no friends in hell." Alastor unintentionally changed Vox as a person on a fundamental level. Vox doesn't let himself believe his family is something that will last. So, he stops treating it as such because it's less risky and painful than allowing himself to be hurt again the way he did with Alastor. He treats the Vees as though he's EXPECTING a fallout, and rather than falling behind, he's choosing to rise above.
But, the Vees aren't Alastor, and I feel Vox's character arc in the upcoming seasons isn't going to follow a path of redemption, but a path of healing. While Alastor, who's too afraid to trust anyone, will suffer, and what's worse, he won't suffer under the weight of his bad decisions because all of his decisions really were justified. Everyone he had ever met had tried to betray him or use him, and in the fourth episode he nearly lost the only person who hasn't. Niffty. His inability to admit it though and the way he keeps her at an imperceptible distance directly mirrors how Vox kept the Vees at a distance for over forty years.
(Either that, or Vox simply has never been as happy as he was with Alastor. And that's an even sadder thought.)