The Enigmatic Mr. Fox is an Arcanaloth, a child of Sul Khatesh, the Keeper of Secrets. He, like all of his siblings, is a master of arcane magic and a powerful wizard, and ultimately seeks to release the Keeper of Secrets.
The plans of the Lords of Dust are long, however, and in the meantime Mr. Fox seeks to increase the amount of magic in the world (which empowers his master), and enjoys watching the Ghaash'kala.