During the battle between all races trillions of years ago, every race almost perished, but the demon race was the one that almost got victory. However, in the end, they retreated all together and sighed at the peaceful contract between all races.
Even so, trillions of years later, they were too bored to stay in their realm, so they found a way to entertain themselves. As long as they don't uproot other races, others can't force them to receive punishment.
Few demons admitted that human beings were indeed strong and amazing. They were clever and knowledgeable. However, they lacked two things. The ability to regenerate fast and the resurrection from death. Compared to demons, human beings were a weak race.
Demons were not subjected to anyone, not even the Underworld's rules. They won't go down the reincarnation path when they die, but they will be resurrected from death by their ****.