That's not a given for the greek the underworld was where the souls of the deceased wandered to and Demons where a kind of distoreted being from the Nether/Dark matter of the universe thing.
A creation like the Titans with the goal to destroy all of Creation and kill the Gods
Greek:
Demons were DAEMONS & they were beings of natural & philosophical nature. They could be good, evil or neutral. Represent life, old age, disease, kindness, hope, war or justice. The Titans were just Gods before the Olympians overthrew them. Before Titans were the Protogenoi (primordials) who had the same fate to the Titans. Also the Greek underworld is actualy called Hades (like the god that rules ther). It was abrahamic beliefs that "demonized" them into purely evil denizens of Hell.
Mesopotamian:
Nergal & Qetesh are both Babylonian gods far older the Greco-religion. The fact he is the defector Lord of the Underworld makes me think the greek concept of Daemons is not at play here. Also many Meso-Gods birthed horrific monsters & demons that served them.
Biblical & Pagan:
Imps, Demon Hounds & Succubi/Incubi are all taken from pagan belief or abrahamic demonology.
Nergal is repeatedly called the "Lord of the Underworld". Demons, Goblins &, I geuss, Dark Elves all seem to serve him. This stops non of them from trying to kill MC unless told not too.
The word "Underworld" is often used in modern fiction if the writer/creator dosent want to use Hell, because of its abrahamic conections. Underworld being the home of demons gives the writer/creator more fluidity & creative freedom to do what they want.