CRFH/WMG

They are really College Roomies In Hell!!!
They didn't survive the original dorm explosion. Everything that's happened to them since the beginning of the series has been part of their punishment, and the fact that they don't think they are dead is part of it. Or perhaps it's only Purgatory. Thus, when Mike and Harry 'died', they had actually worked off their penance and went to Heaven.
 * C.S. Lewis postulated purgatory and hell being the same place, depending on if you get out. Works well with this theory.
 * That was actually the difference between purgatory and hell in some medieval theories, and probably where Lewis got the idea.

The 'genie' was really Satan in disguise
We know that Stanny had already been taking an interest in Margaret before then. It stands to reason that he would want a chance to investigate the others before making his move, as well.

'Satan' is really a powerful alien telepath who only pretending to be the Devil using mental illusions and advanced technology.
He's been jerking the Roomies around for some unknown reasons of his own, possibly as a test of what humans are really like.

The real reason that Satan couldn't hold on to Dave's soul is because Dave is actually Jesus.
Horny Boy knows that Dave is important, but hasn't figured out why; until Dave figures out who He really is Himself, He'll seemed to be an ordinary mortal to even the fallen angels.

Half Identical Twins doesn't mean what we think.
Note that there's clearly something supernatural about Roger's hand staying conscious even when he was incapacitated, his rock returning to him, Lily's inaccurate but frighteningly close twin telepathy, and the fact that they're frakking werecoyotes. It's not too much of a stretch to think that "Half Identical Twins" is more than an inside joke between similar fraternal twins, but that there's some process that actually made identical twins of the opposite sex.

Hazel, Blues mother actually aproves of Dave.
It has been said she is a master mind and she has even mentioned the best way to get a child to go with a possible suitor is to disaprove of said person, thus she has been giving Dave a hard time and told Blue he'd be dead by the time it came to matty someone 2more suitable" not due to disliking him but because she has some plan that having Dave and Blue will be to her advantage.

Roger's dad is Dilbert
Just look at him. Imagine Dilbert bald and you get Roger's dad.