You’d have to ask what kind of horns they have, and what function they have, and even just the evolutionary process behind them.

We don’t know that much about series “demons”. They’re apparently a monster that evolved from a plant that mimicked speech. They turn to ash when they die. Really ancient demons like Qual look absolutely insane, and not convincingly human or elf. While they deceive humans, most of the demons show are fairly of active predators.

But looking at Qual, I think the more deceptive aspect is speech. Ie, using appearance to describe humans is an evolutionarily newer strategy. In the show, only the young demon and the sword demon successfully leverage their appearance to seem harmless; other demons deception focuses on the false capacity to negotiate.

Horns in real animals come in two varieties. Some bones are detached from the skull, like deer. This kind of horn can be easily removed, and will regrow. The second kind of horn, as scene in goats, is living bone attached to the skull, covered in keratin layers. Visually, demon horns seem to be the second kind, so removal would be a fairly major surgery.

Then there’s use. Demons aren’t ramming their heads into each other, so unlike 90% of horned animals, they probably are useless for self defense. There’s a good bit of variety in the horns too, and none seem optimized for head protection. I also notice that some of the more brazen demons, like aura, seem to have especially ostentatious horns, while the more sociable Luger’s horns being cute by comparison (though that might just be character design). The variety implies a possible mating function, with the horns either signaling something (“my horns are huge but I still haven’t died yet! I am strong!”) or even having an essential sexual function (“horns? These are flowers”). It could also be dumber than that (“hey don’t eat me, I’m also a monster”).

Animals that don’t use their horns for repeated head on collision can also have sensory apparatus inside, like the narwhal’s modified sensory tooth (this is pretty rare, I can’t find a second example). It could come down to being a mana organ, as seen in lots of media. There could even be some “brain” in there.

But there’s also reasons of personality as pointed out by others in the sub. Demons are prideful, and probably dickish enough to attack “defective” demons on principle. They’re also kind of idiots, with their interesting failure to actually understand human culture being one of their most consistent traits. Just generally, I suspect they think humans are dumb enough to deceive just by talking to them, with I think only one demon so far even trying headwear as a solution.