Azazel hadn't learned the importance of accepting his partner's mortality. While I don't think marriage vows took the supernatural into account, the "Until death" part is pretty important.
man forget about having sympathy for a demon, they didn't try to get him to release that poor girls soul a simple "if you love her let her go" woulda made him technically win his bet, end her suffering, and end his painful quest for the right body
