Responses
SPOILERS!!!!!!
If I remember right in the novel the mc goes "DARK" at this points and goes "WILD" with his abilities as he attacks her to the point he almost kills her and then they take her with them back home where she becomes their slave.
In the novel it is stated the demon girl begged them to do it as she earned them her "strange AND weird" respect in a slight masochist way which causes the mc and his wife some awkward situations when she blurts out she is his slave despite the mc asking her NOT to do it she still does it.

That demon is going to regret getting freed from imprisonment, on the side note I still ship the demon king and the knight girl