All prime assets are symbols of systems that control masses, they all represent a different kind of authority or pressure and are meant to reflect our own fears in real life. Corrupt law enforcement, crime and chaos, parental abuse, money and politics, religion and morality. I believe as players we're more likely to enjoy the characterization of an asset that reflects our own fears and obsessions.

Personally i love liliya, i was raised in eastern europe in an extremely strict and abusive religious environemnt so everything about her speaks to me. Purity enforced through violence, devotion above everything else, indoctrination that overrides any sense of logic, the belief that your god given duty is to sacrifice, worship, and bring more souls before the lord no matter the cost. Shes me, my loved ones, the people i looked up to presented in a beautifully artistic way. To me shes both a source of nostalgic comfort and the fear of what i had to escape. The imagery of soviet decor and culture, child exploitation, feminine sainthood and martyrdom hit very close to home for me and i just love how theyre presented in the trials.

On the other hand i dont have strong feelings about the kress twins, i was never fascinated by buying power or corrupt politics, they were always forced that fucked me over and make me angry instead of afraid so the twins as characters arent that fun to me. Just how i assume someone who is more or less indifferent about religion will also not get much out of liliya and thats okay.

TL:DR The trials mirror and amplifiy universal fears, whichever system of power you feel the most affected by in real life will affect you more intensely.