[quote=@Chaos Wolf]
[@akje]
What's so scary about Aegis?
[/quote]

Because you're on your own.
There's a government but it's not looking out for you. The laws protect the city, but not it's inhabitants.
There's powerful groups and organisations out for profit, be it through labor or souls.
Other than public violence being banned, there's nothing protecting you from the harshness of humans and demons alike.

Anyone can take everything from you as long as they are stronger, smarter or crueler.