Sue is a reformed henchgirl.
Even though Sue is the Morality Pet of the series, she seems pretty lenient towards Mary's criminal lifestyle, although she doesn't want her roommate, friend, and possible girlfriend Tina to join the Butterfly Gang. Sue also works for Gaintech, Greg Gaines (Mr. Great Guy)'s enterprise. Bruce Wayne is noted for employing reformed criminals in his enterprises - Sue could have been a henchgirl who was captured, and after probation or a short prison sentence, was offered a job as chemist at Gaintech, and she put her chemistry talent to use. Fred has a tragic backstory - his parents are DEAD!
Fred says his parents *were* accountants. Not *are* accountants. Fred appears to be in his mid-20s, so if his parents were alive, they would likely be still active. This makes it possible that Fred's parents died young, possibly as a result of one of the villains plaguing Crepe City, and that prompted him to use his powers for heroism. Mary's parents had a My God, What Have I Done? moment at the end of the series.
Paige says that Mary's parents came to visit Mary in the hospital at the end of Issue 11, but Mary was unconscious. It's possible that Paige lied to Mary to make her feel better, but I don't think Paige is a liar - it's possible that El Romancero and Flame Girl did some soul-searching after realizing that Mary was a villain, and realized that how they treated Mary made her turn evil. The cops in Crepe City are not only incompetent, but also racist.
When the police search Mary's apartment in Issue 9 after she escapes from the police van, they not only don't notice Mary breaking back into the apartment disguised as an officer - they also handcuff Tina, but not Sue. Sue and Tina are girlfriends by the end of the series.
This is more evident in the later issues of the series, especially 9 and 11. Sue is always protective of Tina, not wanting Mary or Coco to recruit her into the Butterfly Gang. By the end of the series, there are multiple instances of Tina and Sue holding hands or comforting each other - when the police are searching the apartment in Issue 9, when they're escaping after the break-in at Dr. Maniac's office in Issue 11, and in Mary's hospital room at the end of Issue 11.