Despite being... well, what he is, Sebastian wouldn't bother with trying to scare anyone either (and, being what he is, he's not easy to scare either). If he suddenly finds himself in desperate need of cash he can just go be mean to Lucifer instead; it's easier.
I'd be happy to have him be accidentally scary at someone though, if anyone's interested, because he does that sometimes. /accidentally ends up a dark konpeito millionaire