They don't "worship" in the same way you or I think of the term. They do not submit themselves to a god or deity, which is how many of us are accustomed to the idea of worship.
The blood lines and secret societies believe they are the lineage of Lucifer - or Gods… Depending on exactly which line you are talking about. They believe they are not only the descendants of these entities, but the executors of that being's will.
This is not that uncommon among the old practices. Masks were often worn as symbols of deities, and is still a popular custom in the east. When a person wears a mask, they are assuming the role of a god in a show, play, or ritual - being figuratively or literally possessed by that being's will.
Shrine maidens in Japan, for example - the Miko - were often given as offerings to the shrine's god. The priest would wear a mask and be possessed by the god and have sex with the girl once she was of age.
Many druidic and greek rituals are rather similar in context. Some were less on the idea of sex, others were more about animal sacrifice or harvest offerings - but the idea is echoed rather clearly.
If you look at the various shots of their parties and how they hold various performance arts - it's rather clear that the custom is alive and well.
The statement "Pro Aris Et Focis" - often translated as "For Hearth and Home" or "For God and Country" has a more intriguing meaning. Aris is the same root as "arise" - from what you arose from. The Focis was a fire and altar around which a community was built - the focal point of life and family. Many ancient customs held that a tribe descended from or was otherwise chosen by a god. The statement "Pro Aris et Focis" hints at this older meaning by literally tying the concept of one's own existence and family to a deity from which that family arose.