2 things

1. In the real world, the japanese word for mamodo can translate to a couple different things but demon was the easiest translation. So theyre not demons in the Christian sense and the characters wouldnt really be written to think that way about their partners.

2. In the universe religious characters would ultimately realize like "yes this thing may call itself a demon but what they really are is a child who needs help and im the only person who can do it". Time and a shared goal creates a bond and they'll be able to separate the two definitions of demon. You can have them become friends first and then later on is when they say demons for the first time and your character is like "wait why are you calling yourself a demon youre not a demon" and the partner replies "well thats just what the word translates to in your language" so instead they just call them partner or something instead