I didn't see the First Born as feeling "lonely" so much as I saw him as unsocialized, maladjusted, embittered, resentful and hateful. And why wouldn't he be? He had no one to show him how to be a person, and he remembered his father sending him, as an infant, into the wilderness to die--all because he was destined to follow in his father's footsteps. That is tragically messed up, and a classic example of the prophesied doom that is created by a vain attempt to avoid it.
And that's why I think the First Born contributes to being "really as good as fans say"; even though he may not be the most morally complex villain in the world, he's a great monster/dark god, and he fits well into a mythos in which Kronus and Zeus, at least by some accounts, were messed up for similar reasons.
I certainly agree that people who aren't blood relations can become as loving and caring a family as anyone can have. And my pets are part of my family--not question about that. But if you've only got pets--or hyenas--and no people at all to talk with you and "take care of you" as you grow up, and to model how to be an emotionally and socially functional sentient being, you've probably got some human needs that are not being met (at least not in anything like a healthy way). And so you're probably going to be pretty messed up. And if you're a god, maybe you'll grow up as virtually the personification of being messed up.I'm a big believer in that people(or in FB's case pets) should not be considered family by blood alone but by how they treat you and take care of you.
Am I right that you think that it's implausible for occasional pirates and a one-time adulterer to raise a person who ends up making loving choices, but you also think being raised by hyenas after being left for dead by one's father is an implausible reason to became a psychopathic monster? Do you see how those two arguments might seem not to go together?