When Ashford gives mouth-to-mouth to Zelgadis, it's not just for a gag. As we later find out, Zelgadis apparently resembled Ashford's dead wife.
Do you wonder why when Hellmaster Phibrizzo struck at Lina in the middle of the Giga Slave that the world didn't end? Answer: The Lord of Nightmares didn't allow it. Remember, according to the lore the four worlds just split off from her and formed. What was going on before? She was all ALONE! She doesn't want the world to be destroyed because it entertains her and she can watch all the interesting things going on. If the world goes boom she's bored again.