That's one of the things this show did that put it so many levels above "2000s-Era-Deviantart Schlock". Cohesiveness. Everything fits together. Flug is clearly the "self-insert" character, down to the paper bag over his face so you can pretend the only relatively-normal human in the crew is you. And that relativity is important, because the rest of the crew are inhuman, dangerously psychotic, or in the case of Hat, both. Hat is the "leader", and obviously deserves that role. He is terrifying, truly inhuman with immense power, so removed from humanity that his mindset cannot even be comprehended most times. Imagine working for someone who can turn invisible and flay you alive in an instant, without the slightest sympathy or mercy, who isn't even capable of getting a boner or feeling feelings and needs to get his jollies other ways. Demencia fits right in because she's too fucking nuts to understand the concept of "danger", and by extension, is the most dangerous thing in the room often enough.
It all just works.