It could also be possible that the demons are a alien species, or at least crafted with alien materials. Since the mere THOUGHT or sight of them could drive people insane, much less what they could do to you if they catch you.
Also don't forget that demons ONLY target sapient species like the beastmen and humans, not wild animals. Could that mean the demons were specifically engineered to target humans and bipedal species? Or are they just smart enough to target any species that could pose a threat to them?
(another less likely theory is that the demons are just thinking of this as a game, like playing with their food, and don't leave the blackzones for the sole reason of giving their pray a fighting chance for survival, since they have emotions or at least intelligence, and can kill beings very easily.)