Helios rose above the divine city as he transformed but the divine city still suffered from the transformation. The buildings and creatures around him combusted instantly while the city itself caught fire. He is radiating too much heat to be safe around.
He left the burning city behind without bothering about the damage he caused. The various divine lords living in the city will take care of it. As for him, he has a demon Lord to teach a lesson. If she feels she can throw her weight around however she wants, then she should try that with someone of her own size.