In general Azmodan/Diablo constantly talking to you sucked. I kinda liked how what's her face in the tower talks to you, makes sense for her character plus she's even physically popping up while taunting you, so it's fine, but Azmodan shouldn't even talk to you directly, or maybe just like once or twice and not to say shit like "you just destroyed my shit but it's ok, I'm gonna kill you". Fuck that, he should be misdirecting if anything.
In general I feel they missed something great they could have done with demons reading your inner thoughts and tormenting you and shit like that. They don't play on their "aspect" at all, Azmodan never tries to tempt you, Belial is a fucking terrible liar since he lies with apparently no actual objective or purpose until you come and kick him in the face, and Diablo certainly doesn't try to terrorize you. Instead they all chat with you constantly spamming empty threats(other than Belial who's like helping you or some shit, because he's lying but why would he help you while lying...).