What's happening here is they like the demons because they're evil.

To be honest, most people go through a phase where they like the villains/evil characters way too much. Its more evidence of the "Leftists/Women are still stuck as teenagers" idea, because that's when most of us go through it.

And sometimes its hard to blame them because the bad guys are way cooler and more interesting in a lot of series.

The problem with Lefties is they can't admit X thing is awesome while also saying they are bad and disagreeing with their point of view. Those two things must be synchronized. Its why they cannot fathom Righties liking things that parody them.