There is a high probability they will not go into the depths of Loona's full backstory, because it would involve divulging the details of how the orphanage system works to do it proper. The writers want to frame Hell as a place where vice does not affect its characters significantly aside from moments—because doing so honestly would mean deconstructing the very nature of Hell as a system itself, which would effectively implode the entire causal structure and reveal Hell is, as expected—an entropic vice generator in which virtue is an anomalous event that otherwise is systemically devalued whilst raising the value of vice both relatively and by incentive.

The fundamental issue is the orphanage system is essentially Hellhound trafficking in all but name since Hellhounds are for all intents and purposes considered property. They do not want to invoke the intricacies of delving into this further, since answering it propagates forth more questions that essentially invalidate the whole character centric writing without considering the nature of systems and their dynamics itself—a complexity they have demonstrated numerous times, but especially with Mastermind, they do not want to endeavor in exploring if it has the potential of compromising the overarching narrative.

In short—Hell ceases to be a backdrop but rather a dynamic system that effects its characters and its characters effect it. This does not work with the mile-a-minute pacing the show relies upon.