One thing that always bugged me about Jimmy Two-Shoes was that, if it really was set in Hell, run by Satan (or at least an equivalent of him), dedicated to making everyone miserable, then why are things such as restaurants, movie theatres, pools, and other leisure places allowed? Then I actually thought back to 1984. In that book, Big Brother's main goal was to eliminate even the idea of a politically free ideology, making the people passive because they have nothing better to compare their terrible lot to. Lucius doesn't want this. He wants everyone to know there's a better option. So he allows leisure and a bit of fun so that everyone will always be aware of just how bad things really are, so they will always be miserable. -Michael JJ
Lucius himself lampshades this in an episode where he declares an official Vacation week, and offers everyone in Miseryville a paid vacation to a tropical paradise, just so everyone can enjoy a bit of peace and relaxation before going back to their miserable daily grind.