My headcanon for Night Vale is that everyone there is already dead: it's a kind of limbo, between this world and the next. Hence the sky being a void, and 'death's not being mourned, and the dream-like quality of everything. After all, no one is allowed in "The Dog Park"; no one who goes in comes out. And d-o-g is just g-o-d backwards...

It's canon that most citizens cannot feel physical pain, but I think many of them are emotionally numbed as well. The children who die are already dead, and they just travel on to whatever comes next. A bit like the Brothers Lionheart going to Nangijala, and Nangilima...

Thoreau quoted Richter as saying:
"the earth is every day overspread with the veil of night for the same reason as the cages of birds are darkened, namely, that we may the more readily apprehend the higher harmonies of thought in the hush and quiet of darkness. Thoughts which day turns into smoke and mist stand about us in the night as light and flames; even as the column which fluctuates above the crater of Vesuvius in the daytime appears a pillar of cloud, but by night a pillar of fire." (http://transcendentalism-legacy.tamu.edu/authors/thoreau/night-moonlight.html) (er: which is random, but kind of fits?)