Maybe they are just some kind of Bodisattvas/Buddhas (beings who achieved a higher state of existence). They come from Zeal, where philosophy and meditation is very developped, and they seem to be immortal.
Doreen has this very Buddhist-like speech :
[Doreen]
This is the eternal kingdom of Zeal,
where dreams can come true.
But at what price?
Am I a butterfly dreaming I'm a man...
Or a bowling ball dreaming I'm a plate
of sashimi?
Never assume that what you see and
feel is real!
I'm Doreen.
Seek the hidden path, and open the
doors of knowledge, each in turn.
and Masa and Mune acts as if they are higher than humans :
MUNE: Humans are so...silly!
It's how you USE the sword that's
important...not who owns it!
MASA: You can't even understand
something as simple as that.
That's why you're human.
They don't seem to involve themselves much in human affairs too, besides for their only purpose (destroying the Mammon Machine, killing Magus, killing Lavos). Masa and Mune helped Serge to wake Kid from her dream, but they weren't that enthusiastic about that. Beside their bit of selfishness, they act as if they haven't the right to interfer into human stuff :
Masa: I wonder what happened? Do you think we should help her?
Mune: Nah, it's not our job.
Masa: Yeah, I guess so. It's probably out of our league, anyway.
[...]
Doreen: We're going to lend you our powers for a little bit.
Mune: We're sending you back to the past where the princess is bound.
Masa: We only have 1 chance.
hmm, you know, it makes me think about Stargate SG-1...