no ur onto something...
Especially since they don't reproduce and are all created by a Demon God. I don't see a reason for them to play gender unless they're really into cosplaying people. If you're actually asking why would usually demons in media be so human-like, mu best guess is that it's because they're "corrupted previously-human-souls" in the minds of a lot of authors for some reason, i don't think that's actual demon lore in any religion or popular fantasy settings though. And they're looking like conventionally attractive youngsters because they usually need to do some seduction in the story. Would be weird if some characters got seduced by something looking neither human nor attractive.
But that's BORING and UNINSPIRED and has no legit reason to stay the norm. They really should do something less human-looking for stuff like demons and aliens and sea monsters
I feel like it would have been more interesting to make all the demons some kind of eldritch horror, incomprehensible to humans, and genderless. Bc like. Demons are supposed to be really feared by humans, right??? Or maybe their form could change depending on what human is viewing them. And gender is smth humans created right? And demons are demons, so I feel like they wouldn't want to be bound by human terms. Idk maybe i'm just being goofy.