I don't have much to add to JDarkside's very nice and detailed review, just a few trivia bits:
-Vanripper specifically has this fetish of demon girls in suits because he was annoyed about the typical trope of male monsters/demons being imposing and/or monstrous and female monsters being basically hot half-naked women with strange skin colors, so he decided to do something about it, and it worked much much better than he could possibly have imagined.
-The success of the game not only in Japan but in South Korea too has got to the point that Good Smile one year after the release of the game made a nendoroid (basically a mini action figure with interchangeable pieces) of Lucifer, something that as far as I know has never happened so fast with a Western property and even then it was only reserved for major Western franchises such as Batman etc. Here it is
-The protagonist is meant as a parody of the 90s macho anti-hero a la Duke Nukem, I guess the relative lack of personality is another aspect of it.
Very nice game, even if it's true that outside of the artwork, music and characters there's nothing inherently special about it.