They won't remove him (the Demon Lord) from the story because he still has a lot of conflict to explore. Maybe the guy (Tejar) from the male-female (Esther) demon pair so that the female can start faltering.
@JWChibi That's my guess too. She gains the demons' respect by using her divine powers to heal them, and they'll finally start treating her like a real princess.
I understand how desire of wanting to protect her... But keeping her in the dark won't help her at all and will very likely cause complications for him in the future...
I think it's a bit unwise to bring his daughter back to the demon world and put her right in the center of battle (and he's still gonna leave her anyway). He should've just left her in the middle world or heaven with the angels where she could be fully protected and won't be lonely