Exactly. Even if he had all of Cathy’s memories, he’d still not be the Cathy that the demon king remembers for the very reasons you listed.
And let’s be real, if they went from the social privileges of being a man, to being treated as, and expected to act like a woman in a gender restrictive society, most people would be less than pleased about it. Just saying, if I got transported to another world, then told because I’m a woman, or was a woman in a previous life, I’m only allowed to eat magic flowers, I would lose my shit. (︶︿︶)＝凸
It also shows that he isn’t being perceived or treated as himself, but Cathy, or her replacement. How are you supposed to feel comfort or a sense of belonging in an environment like that?
The demon king is old AF so his thinking is so old fashioned he can't fit it in his thick skull that Carl is his own person with his own experiences, he'll never be the Queen. She unfortunately passed and though they might share a soul that doesn't mean they're the same person. I don't root for their relationship but I can see that Carl does care and wants to care more but each time he remembers that everyone wants the Queen and not him except for Phil who never had a chance to build a bond with anyone but Carl.