we get this question quite a bit! the first, and main reason is that it's set in hell, with players attempting to rise above their sinful nature. This is baked into the core mechanics of the game and can lead to really interesting choices and gameplay.
on a deeper level, it's strongly influenced by the creators' religious upbringings and how that affects people and can bring out the worst in them.
it's a very gritty game, with no sympathy, and strong religious (and moby dick) tones.