The reason that Anima is so scary is she was influenced by the likes of H.R. Geiger and Hellraiser (IMO). Pretty dark stuff, but very very cool.

Her Fayth is so sad and tortured; she reminded me of Ariel, the spectral advisor in the Legacy of Kain games.

Anima also has one of the most extensive background story of any Aeon. Even Bahamut's Fayth, who gets more screen time, remains fairly enigmatic.