Demons are just an interchangeable construct of human imagination and fear, they exist as much as water nymphs, elves, fairies, goblins, orcs, minotaurs, 98% the cast of world of warcraft, angels, dragons and free willed republicans do.
But on that notion, I'm a comic book and fantasy gaming nerd, so looove the idea of playing a sexy demon guy the same as i would an orc or furry.