TBH, never really paid much attention as it’s a spin off title.
Watch this. Kefka’s story will tell you all you need to know.
As you can see, the villians do get their memories erased during the purification. However, they have had the upper hand during the last few cycles, that is why the remember so much more then Cosmos’ warriors.
Garland has no finesse, The Emperor lacks Kefka’s maniacal demeanour, Cloud of Darkness cares only for the void and therefore doesn’t really take an active role, Golbez even goes so far as to aid Cosmos’ warriors, Exdeath is just completely pathetic, Sephiroth couldn’t care less, Ultimecia just plays second fiddle to The Emperor, Kuja doesn’t want to get involved and Jecht was originally Cosmos’ chosen; so all in all, Kefka’s mania stands out dramatically in the twelfth cycle. His schemes seem to be the only ones that work, mostly because he tries the hardest.
As you can see, he even plots against his own ‘comrades’. The only loyalty he has is to himself and that is what makes him truely evil, when one considers all he has done.