It's worth noting that every episode of this show ends with a morally ambiguous, and often straight-up defeatist, lesson for the children, usually something along the lines of "it's best not to interfere" and "some days it's safest to just stay in bed."
I'd be sad too if I was nothing but a blue human head with arms and legs growing out of it. Clothes don't fit but at least you can wear shoes and a watch.