WTH is MULE

Well, basically, a mule is a char that was created so it can support another char (the main one) in it's quest to be the best (pokemon?) char it can be.
They can be used for storage or for specific skills

 

Dying multiple times at the LPQ is probably so that he could get the "Broken Glasses" which you get after 35 runs. The level cap is 50 and he is trying to bypass that by participating in the run, but not getting any exp and therefore not levelling up.

 

Mules are your support characters that you use for their specific skills or purpose.

A NX Mule/ LPQ Mules sole purpose is to stay at level 50 and LPQ in order to get NX from the LPQ bonus stage.

An HS mule is a Priest character with maxed out Holy Symbol, a skill that gives you extra EXP if you are in a party. Obviously this skill is very useful to have so many people create another character and level it up solely to use HS on their main account.

You can have many kinds of mules for many purposes but regular mules are just low level characters who you use to store extra items, which is why they are called mules.

Let me know if you have any questions!