Lorne Malvo was sent to find out who was blackmailing Stavros Milos. But instead why did he end up doing the things he did: take over the blackmail scheme and torment Stavros by exploiting his extreme religious beliefs? 

I'm trying to understand Malvo's character. He didn't even want the money. He destroys bad people and the ones trying to get him, is that it? He destroyed Milos, Milos's wife's fitness instructor, Wrench, Numbers, Hess and the mob at Fargo but helped Lester. He let off Gus with a warning.