We have a species of transcendent beings. They are incorporeal save when they choose. Immortal, they do not reproduce. Space and matter hold no mysteries for them. They cannot travel through time, as the Poet has forbidden it .
Given that, I'm making the assumption that emotions are driven by an organism's basic needs, hence the emotional makeup of these creatures will be as follows:
Jealousy is unknown among them. They want for nothing.
Rage is also unknown; as they have no realistic enemies, there is no need for a fight reaction.
They don't really suffer from shock or fear, again, because they face no threats.
Love ("eros") is right out, as they do not reproduce.
They can feel friendship ("agape") as discussion is one of their main passtimes.
They are relentless novelty seekers, as ennui is perhaps the sole danger to their lives. This is what drives their explorations, their meddling with young civilizations, and general busybody nature.
They are of necessity a bit ... not callous, but eerily serene and unmoved by horror, as they've seen so much. The harshest reaction you may get out of one of these, is frustrated irritation, as when an interesting race immolates itself, thus removing one of the few limited resources in their universe: someone to talk to.
They are incorrigibly social, as they are immortal and know their own thoughts all too well. They will talk to other immortals, random aliens, children, dogs, or anything which will listen and has a chance of surprising them.
So, the question ... Am I missing anything? Is this a realistic set of emotions for such a species, assuming the listed capabilities?
 From the Rubayyat:
The Moving Finger writes, and having writ
Moves on. Nor all thy Piety nor Wit
Shall call it back to cancel half a Line
Nor all thy Tears wash out a Word of it