Why the horns?

So far, Pellus seems like he is the only one who kept his demonic characteristics (the horns). Nobody else seems to have them, is this because he sort of became a "god" in the other timeline?

This just feels like improved Pellus 2. 0 was replaced by demon god Pellus when they merged together. Or perhaps it's necessary that he keep(?) the power of curses for the annhilation dragon event that is coming up in this timeline?