They might have the urge to hate lux for pretty much anything that doesn't consist of helping them.
Seriously,if you are tormented for hundreds of years,then you won't care about someone throwing an insult at you or dancing in front of you,you'll pretty much only care if the person would help you or not.
If the souls would start hating lux,then it wouldn't be because of the dance or taunt,but because Lux doesn't do anything to help them.
As for Senna:
we don't know enough about her to know.
It doesn't look like thresh managed to break her will to fight,but we don't know if she would feel angry about Lux not helping or if she would just not care about lux until she'd help out.