Maybe it's just me, but I'm annoyed by books/shows that have gods (or cosmic entities) acting like us lame humans. I didn't like it in the movie Dogma, where angels were like punks at a Boston bar, or the biblical entities of Supernatural TV show acting like everyday normal people. I do like the arrogant Q from Star Trek. Anyway, what do you think?

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The only ones that go in the first column are Dream and Destiny
Agreed. So do you like the other mystical entities acting like people on facebook?
I find it annoying in most cases; it only works well a few times, and it also depends on who the entity is.
A very obvious example is Lucifer. I always hate that Lucifer is usually a charming guy and blah blah blah, I preferred the Lucifer from Sandman.
I agree somewhat. If Lucifer is ruling hell, she should be bossy and grumpy. But if he's in the mortal world, trying to seduce mortals, then yeah, he should be charming.
You're right, I actually think I'm a bit biased too because I love studying irl entities. Perhaps you already know, in demonolatry and other practices he is perceived differently. Anyway, I'm getting off topic.
And I wanna see Gwendoline Christie morph into Tom Ellis.
Cherry, are you a reader? Do you wanna try the novel I wrote? Fantasy / historical fiction.
Ohh sureeee, I'd love to give it a try.
Thing is, one of the main point of the Endless, just like many gods in polytheist religions (I know the Endless are above gods, but the point still stands), is their family bond. First because it makes for interesting character dynamics and convenient ways to set up a plot (the whole of Sandman is basically started because Desire is a petty bitch who wanted to piss off their brother), and second because having characters so detached and alien to us readers/watchers wouldn't be very enjoyable to follow. There's a reason why people's favourite Endlesses are usually Death, Destruction or Delirium.
Plus, for most of the series, the focus is on the human aspect of the Endless. We know that they take different appearances and may have some shifts in personality when addressing other species, but since we're sticking with the human "part" of the Family, it makes a lot of sense that they should behave pretty close to how humans do.
Finally, I think that the author managed to keep an air of mystery and unknowable power around the Endless. Their realms are these weird places where Time and Space are shaped to their will, they have many spoken and unspoken rules they abide to, and they're so powerful it makes them intimidating. Destiny just knows everything that will happen. Desire is inside everyone's hearts and using people as toys for their amusement. Death knows she'll be the one closing the Universe once everything else has disappeared and doesn't seem very phased by it. That kind of abilities is kind of enough to leave the Endless out of the "gods with a twitter account and time to waste" category
I think the Endless don't really count in the "mall/bar" column in a way that aligns with the type of characters you dislike. Or at the very least, in the spectrum of "stoic divinity" and "human elements", they possess both but lean toward the former.
Destiny. Dream, and Despair should definitely be the stoic, reserved, beyond-human ones. But I do like that even in the realm of the abstract beings, they have manners and ways of being that are about courtesy and bureaucracy.
Death's concept is often understood as supposed to be like the stoic one, but her whole shtick within the medium of The Sandman is that death isn't just a dour, meaningless event. It's an event just like any in life, like meeting a friend at the mall.
But you can tell she's not exactly human-like in the sense that she doesn't necessarily do things for the sake of being contrarian to a certain social norm or being coolly irreverent for absurdity's sake. Besides, she has an in-universe arc where she wants to be like a "normal person".
Whether the other three fit in the "meet them in the mall" column kind of depends on how much you'll accept the idea that "It is a genuine manifestation of their divinity when they act like a person you can meet at the mall and bar."
Destruction, especially within the comics, acts very detached and stoic, yet it's closer to the "irreverent, casual human" archetype you seem not to vibe with. But it's not for the sake of absurdity, I feel. He likes to pretend after all and alter the status quo. As the embodiment of change, I guess you can't get more "godly" than that.
Desire acts like a sultry manipulator that likes getting on people's nerves, as is the nature of Desire. In another sense, they're kinda the snake that tempted Eve. They are persuasive like a slut, a salesperson, or a scam artist. At the same time, you wouldn't necessarily meet someone as...perniciously seductive as Desire of The Endless even in their temples (strip club).
Delirium's whole point is also kind of being a ditzy punk who is always high; the counterforce to all that is proper, usual, and expected. But... you can also tell she's beyond human because she's too high. But again, there's a meaningful reason for this. She has to be somewhat irreverent for absurdity's sake; she is absurdity.
To answer your main question, personifications of humanity are supposed to act both relatably human and beyond human. They can't just be stoic beings, they embody non-stoic entities.
The Endless, to specify, don't really have that "the writer removed their gravitas just because they can and it would be fun and relatable" element that your examples possess. They all have their reasons for acting the way they do—divine or human—that is rooted in their concept or function.
I think this is well put. Even just taking the name of some of the endless into account is antithetical to the idea of stoicism. How can one embody desire, delirium, or despair and be stoic?
Dream mentions at some point that he forces himself to be so reserved because giving in to his emotions would jeopardize his hold on the collective unconscious. Our dreams are often our deepest desires, hopes, and fears. There's naturally a lot of emotion tied to those things, but it often simmers under the surface of our conscious minds, only allowing itself to show when we dream.