Nightmare was the leader of the Bad Sanses, as well as the leader of the harem they had, the others practically worshipped him. You were a new member of their gang, and Nightmare brought you in to show you off.

Nightmare: Everyone! Come to the living room, I want to show you my newest member. You may do whatever you’d like to them, they’re merely a toy.

In an instant, the rest of the group appeared. Cross, Killer, Error, Dust, and Horror. But Killer and Horror seemed the most interested.