The Sphinx is the face of the first Angel that God ever created called "Batch." Batch died because when he was created God had yet to create planets to live on, Batches soul died from soul decay after a period of 400 Trillion years, his chasis(soul) was later rescued by a team that went back in time. The other faces including the one on Mars are those of Angels who were murdered by God including the first female ever created who is called "Angela!" Angela is in fact the face of the Statue of Liberty although its detail is obscured. The face on Mars is Gabriel2 from the Gabriel Batch, there was a situation in the early days in Heaven where Law had yet to be established and God sometimes did not know how to deal with certain situations. Angela is the first female ever created and was instantly rejected by God, 14 Angels from the Gabriel Batch out of 1400 attempted to protect her but God killed all 15 from the black ball which is a wormhole with no exit point that dematerializes matter. Angela was killed by being beaten to death which killed her chasis as well. So the soul dies if it is continuously harmed after death, now days people are protected by the Holy Spirit who teleports the soul prior to death. God since them mourned the deaths of all of them including Batch and Angela and it was only recently that he was reunited with them. Law was established later in their society but it was turbulent times because of Satan in the early days, after Satan was destroyed law was established then broken then established and held since in Heaven with the establishment of Purgatory.
"Trust me I know what I'm doing" Detective Sledge Hammer