There's several reasons:
1) we wanted a mystery and
wanted
to make the point about the PlaneScape world that there are things
that do
not have answers
2) she was cool and giving her stats and numbers
robs her
of that factor (we thought)
3) if we made up an answer then
somebody would
make up a thing to overcome her (be it designer, DM, or player) and
all PS
would wind up going to Hell
4) we didn't know and probably wouldn't
have
agreed; and
5) I didn't want to deal with letters saying "My player killed
the Lady of Pain and now runs Sigil so you can take her out of your
manuals," etc.
I honestly don't understand the need to give her stats. She does
the
things the DM needs her to do. Why, how, and by what rules is
pointless and
robs the imagination.
It's like I don't understand the desire to quantify
the powers or to create exact rules for how players become powers. If
these
things need to happen in a game, then they will and if they don't, then
they
won't.
One of the most curious statements I've seen on this list is that PlaneScape is a logical world. I must have erred. I was trying to create a world that defied logic.
to the index of the Scripta Planorum.