In my opinion, the main philosophical ideas in Torment would be: 'Changing the nature of a man only leads to torment', and 'You can only escape your fate to a more painful one'.
Most important characters in Torment are an illustration of those concepts:
Morte, in nature a lying, knowledge hungry skull from the pillar, is changed into his Good self by his guilt. Naturally, this guild torments him. (note: Morte is the only fallen-from-grace who doesn't long for his former existance)
Dak'kon, his nature changed by his belief, a fallen from grace githzerai. Seeking to escape his fate of not knowing himself and being a broken shell, he stumbles into a more painful one, at least for a githzerai - eternal slavery to the Nameless one.
Nordom's change of nature and fall from grace are caused by the planes - specifically, Limbo. He is tormented by this loss, maybe more than other characters. As other FFGs, he loses his wings.
Fall-from-grace is changed by her suffering in Baator. She lies to herself that she is happy with her new nature, but like in the others' cases, she is tormented by the loss.
Trias, his nature changed by greed (I think), has fallen from his celestial home, and, of course, lost his wings. Like the others, he is tormented.
Pharod, a more tragic character, who is changed by greed. In trying to escape his fate on the Pillar of Skulls, he changes from a rich nobleman into the King of Rags, but this only brings him even more suffering.
Fhjull is changed by the betrayal of Trias, and, obviously, loses his wings.
On the other hand, there are those characters who accept their nature and fate. Vhailor and Ignus, rather than changing their natures, embrace them in their purest form. Thus, Vhailor becomes a creature of pure justice, and Ignus a creature of fire and chaos. They are the ones least tormented, and nearly happy.
Also, Ravel knows that her fate is that of punishment in the maze, and that in trying to escape the maze, she would only receive further suffering. So she accepts that fate, and her nature remains unchanged.
Finally, we have the Nameless One. Trying to escape his fate of eternal damnation in Hell, he goes to Ravel to change his nature. But his new fate is much worse than his previous one, and his new nature only brings him torment. So, during the course of the game, he finally accepts his true fate, his true nature, and in regaining them, he leaves his torments behind.
Thus, the question of the game isn't as much "What can change the nature of a man", but rather "What is the price for changing one's nature".
