Some folks consider it a trope. Heck, TVTropes has a page on it. The shoulder angel/devil phenom, which has a name; "Psychomachia".
It may be a trope, but, it's a trope that I like.
I figure that Rex, Felix & Camilla have been together so long that their psychomachia is represented, not by each one themselves, but, by each other.
Rex's psychomachia = Angel Felix & Devil Camilla
Felix's psychomachia = Angel Camilla & Devil Rex
Camilla's psychomachia = Angel Rex & Devil Felix
Sometimes, when things get really weird, the little shoulder representatives can see and interact with each other.