These folks live solitary lives. Their personalities aren't the greatest, and even if the other kids wanted to play with them, they couldn't. That's because the members of this clique are in exile. Sometimes, like in Hel's or Daedalus's case, it's through no fault of their own. But others, like Lucifer, just don't want to play nice on the playground, and end up in permanent time-out.
Lucifer had some problems with authority (in modern psych-speak, you might say he had oppositional-defiant disorder). He didn't want to have to obey anybody but himself, so he gathered some like-minded friends and led an uprising against God. As you can probably imagine, that didn't go over too well. God threw him and his buddies out of heaven permanently. Now, according to some Judeo-Christian traditions, Lucifer spends his days in Hell trying to figure out how to win more souls away from God.
True, Greek inventor Daedalus wasn't the most personable guy. For one thing, he killed his own nephew because of jealousy over his accomplishments. But it was still pretty low of King Minos to imprison him in a tower. Minos asked Daedalus to create a labyrinth where he could lock up his son, a giant bull-man called the Minotaur. Daedalus did an excellent job, as usual. But since Minos was worried that Daedalus would spill the secrets of the labyrinth, he locked him and his son in a tower where nobody could get to them. Pretty poor wages, if you ask us.
When it came time to divide the cosmos with his brothers, Zeus and Poseidon, Hades got the short end of the stick. The three drew lots, and Hades' lot was the underworld. Unlike his brothers, who go pretty much wherever they please, Hades spends most of his time in the underworld making sure the dead don't escape. He's pretty isolated and far away from everybody else, kind of like the planet that was named after him. Except, oops, it's not a planet anymore. Confined to the underworld and now he doesn't even get a planet? Can't this guy ever catch a break?