All of these depict highly emotional scenes - scenes of violence or near-violence. There is preparation for battle, capture, and pursuit. The sculptures are not static - they come at you. It also seems that the fall of light on the sculptures plays an important role - light and darkness work together to give the impression of real action frozen.
The quintessentially Baroque in these works include the strong visually emotional elements. These are scenes of high drama. Through the whole body - but particularly the facial expressions of the main figures - we are drawn to what the characters are feeling. In addition, the attention to realistic detail is amazing, particularly in Pluto and Proserpina. The hands of Pluto grabbing at Proserpina's thigh look like real hands grasping real flesh.
I think these traits are important because, as I understand it, they are such a departure from earlier Renaissance art, particularly that of the Mannerists, who emphasized ideals and the intellect. In these statues of Bernini, the inner feeling of each character is expressed in face and body. These are not intellectual - their portrayals of determination, horror, amusement, and desperation hit you viscerally.