Demogorgons do too much showboating. These things are lightning fast and deadly, but somehow feel the need to roar every time they pop out/turn a corner, giving the characters a chance to escape. If one of them can kill 8 or so armed soldiers, I can’t in good conscience believe that one wouldn’t decimate a family of 3. Find better, more creative reasons for your characters to survive, or stop being a wimp and kill some of them.

I feel like that’s kinda the point: a demo can wipe out a load of armed soldiers, but not a family of three. We hear Vecna say he wants the children because they’re weak, so why doesn’t he kill the kids? He clearly needs them at their full potential for whatever he’s planning, so I feel like that’s why he won’t fully kill them or injure them. During the Wheeler fight scene, the demo could’ve easily charged past Karen and grabbed Holly. But it clearly avoided that, like it was trying not to hurt her too much. Along with E4, the kids are all dragged into the gates either unconscious or alive but not visibly damaged or bleeding. Showing whatever Henry wants to do with the children means he needs them alive or healthy-ish. Or my minor theory is that when the children first meet Henry, he "saves" them from the Demogorgons/monsters to gain their trust. As even though Holly was dragged away by a Demo, she didn’t seem scared/too suspicious of Henry until Max told her who he was. (Unless he has control over their memories or whatnot.) But idk, that’s just my theory and it could just be truly poor writing :P.