They are not present to us in a humanly fashion but rather in the form of some sort of alien species that is from a distant planet. We are not meant to relate to or look up to the makeup demons.
These capitol people do not have morals they laugh at the misery of the participants of the hunger games and profit from them, exploit them, and having fun while doing all of that at the same time. They even make jokes and games with their peers and even with their little children as shown with the young capitol child receiving a sword as a gift/toy and using it to pretend slaughter his own sibling like one of the tributes in the