Lunatic....... doesn't have the reason to be a main villain, yet. He's not a villain, if any he's an anti-hero. Something like Punisher or Ghost Rider. He's clearly on
Thanatos good side but he has different sense of justice that makes him doesn't have any hesitation to kill criminal.
But I wonder will they make conclusion about his story regarding his vision of Legend on the finale. Will he finally can let go of his past, seek for redemption and move on, or they just hanging his part of story...... till next season or on other adaptation (manga, OVA, drama CD, etc)
Btw, some fanart