Daedra are pretty much very human-like in their behavior. Sure, they're immortal yadda-yadda and all that; but they are actually quite mundane in their attitude. Except maybe Herma-Mora, and even then... And they do feel emotions; oh yes they do. Anger, envy, curiosity, boredom, surprise, joy, sadness, love, courage, even fear and despair. The most powerful they are, the more true that is; a daedra that is intellectually closer to an automaton than to a sentient being (in other words, a vermai) feels no emotion, while a Dremora or Golden Saint can be likened to mortals for most of their psyche. The Daedra Princes are even more so.
Which is why they give off this "Greco-Roman pantheon" vibe.
By "even more so," do you mean even closer to a full human personality, or above one? I mean, obviously the Dremora are like a very strict, yet very human, society. But a daedric prince, as had been said, is colored constantly by thier own sphere. dagon's every thought involves something getting the [censored] blown out of it in some capacity, for example?