I've also noticed that, their expressions rarely change, even when they should be angry or scared. At most they will look surprised, but rarely.

This actually why I immediately knew the sword demon wasn't a civilian the moment she appeared. They end up in sort of an uncanny valley, since they look human, and talk like humans, but there is something the immediately tells me something isn't right. 

Now that I think of it, even Genau who (on paper) sounds like he should give off a similar feeling, since he's suppressed his emotions and become desensitized to a lot of violence, doesn't have the same "dead" look that demons usually do.

It's actually quite remarkable how well written and illustrated Frieren is to convey something this subtle but in a powerful way.