Vox is a Sinner demon, and was previously human before dying. Sinners’ forms and abilities in hell have lots of variety but often depend on their actions or characteristics in life. Vox was likely active in the entertainment industry before death, leading to the TV head and electrical powers.

The Sinners in Hazbin Hotel have forms based on who they were when they were alive, so Vox has a TV head for the same reason that Alastor is connected to Radio, he was a radio host when he was alive.