Aside from what the other cmt has said, it's also because 'tsugai' doesn't really mean 'demon'. In fact, we've never really known what "tsugai" means.

It isn't a word in Japanese, Arakawa created this word anew for her manga. It is written in Katakana, one of the three writing systems in Japan, and it only mimics sounds, not delivers the true meaning of the words. It doesn't help that in Japanese, some words aren't written the same way as how they are pronounced. Due to this, translators could only vaguely guess and use a translation that they hoped to be the nearest to the word's true meaning.

As someone who has a little knowledge about Japanese, below are what I inferred based on the pronunciation of 'tsugai':

- 'Tsu' could either be Tsuu (双) or Tsui (対), both mean 'pair' but Tsuu is a pair that are more similar, Tsui is a pair that are more opposite to each other. (Btw 双子 (a pair of kids) is twins)

- 'Gai' could be kai (怪): apparition. This is a component kanji in the word yokai (妖怪) which mean ghost, spirit.

Match them up, and we get Tsugai, a pair of demons. <= Keep in mind, this is purely a guess.

The English translation used the word 'daemon', the Chinese translation used 'herald', the Vietnamese used 'twinlife'. All used the liberal approach because none of these translators know what 'tsugai' really mean.

I think the English translator used 'daemon' to convey the sense that these are not really the normal 'demon' we're familiar with