There are many things to consider here.
Firstly, you must consider the roles of the demons. The Gatekeeper's entire purpose was to receive the key and open the way. S/He (gender becomes difficult to discern with hellish dog-monsters that make a habit of possession) remains at the apartment, having captured Dana there.
The Keymaster, however, has to chase Louis across Manhatten, ends up in an area that no Dark Ages monstrosity would recognize, surrounded by unfamiliar sights and sounds.
Secondly, you must consider that the demons are not really all that bright. They seem to have a lot of knowledge about their purpose (and at least some ability to disguise what they truly know), but they know little or nothing outside of it. They also seem to be unable to act outside of a host, who is chosen by location in advance of the arrival of the demonic agents. Most likely, residents of the appropriate floor were considered, and two chosen well in advance of the arrival of the demonic dogs. This is only reasonable, as we see the demon stalking Dana at least several days in advance, and the Keymaster ignores everyone at the party in favor of Louis (not to mention people on the street, in the lobby, etc).
Next, consider the people possessed. Dana is a fairly conservative woman in dress and attitude. She's calm and collected, an 'Average Jane'. She shows something of an affection for Venkman's charms, but also sees right through a lot of his BS.
Louis suffers from several minor mental issues. He's neurotic, eager to please, and has an inferiority complex. He tries to cover his nervousness with an outward exuberance and talks way too much.
Similarly, the Gatekeeper is calm and collected. S/He's patient and simple. S/He waits for the Keymaster to find her. S/He answers the door with a simple identity request, looking for a positive response, and doesn't put up with anyone who doesn't give it. She has a distinct lack of complexity, but what can you expect from a dog?
The Keymaster, however, is eager to find the Gatekeeper. He runs around, experiencing everything he can. Louis' observed actions remind me of nothing more than a hyperactive puppy in a new situation for the first time.
In short, the personalities of the demon-possessed are reflections of their normal personalities, though distorted. It's not obvious if this is because their personalities influence the demonic presence or if they were chosen because of those personality traits.
