Well you got to take note that certain dimensions prevent that... The Abyss for example. The only time Tanar'ri can travel from there to the dimension of the living is by being invited or summoned from our side not theirs. The abyss is like a prison almost. If the demons could venture out without the help of a mortal then kurn would have been taken over a long time ago. Eliphas waited to be summoned and unfortunate for the warlocks they did not have a proper spell of containment for him.