Wrath and Lust, along with Hexarion's other Generals, were infamous in the Heavenly Realm in the times of old.
As living beings created by none other than Hexarion himself, they were given the title of Demons and their powers were feared by the gods.
The reason for their fear was not far-fetched. The Seven Deadly Sins were strong, powerful enough to rival the gods, and their joint form was able to lay waste to any celestial being in the Heavenly Realm, other than the Primordial Ones.
After Hexarion's defeat, they disappeared, vanishing from the sight and perception of the gods. Everyone thought them to be dead, perishing after their progenitor died. However, they lived!.
Hexarion, in his near-infinite wisdom, designed them to be self-sustaining, causing them not to dissipate after his death. He had also assigned them duties to perform in the scenario where he was to perish.