That entity is not truly evil, it's just being controlled by it's creator, The Lunatic Ringmaster. The gender of this entity is unknown, so that's why it's referred as they/them.

This entity is FORCED to do evil things, they tried to refuse but the ringmaster punishes them by torturing them everytime they refuse. The poor entity is in pain and wishes to be free from their torment.

[LUNATIC_PROTOTYPE] knows about that Bambi and Lunatic Dave teamed up to fight against the lunatics, so the prototype hopes that they will rescue them so their misery ends.

But of course, Lunatic Ringmaster is gonna force them to kill Bambi and Lunatic Dave, even tho they're trying their best to resist and don't kill Bambi and Lunatic Dave.