I was wondering how well a Charles Whitman reference would go over in this day and age considering his whole thing was nearly 50 years ago now, but he's a very apt analogy for what Kilzu is thinking about.

As for group therapy being too modern for Avbaroy, it kinda is, but then Kilzu isn't from Avbaroy, he's from Baator. Baator of course is way older and has had a lot more to gain from developing therapy techniques. And devils are able to break the fourth wall because they can see that the world is built on rules and laws (Zaganit even referred to Igon in D&D magic item terms) so they can know about more real-world things, like Mario.