[@Banana] Here's the thing, most people who don't want to be in the war.. Just left the Nexus. There probably are human towns out in other worlds, heck, an alt-earth is hinted at existing, but those places are out of the Nexus. You could have defended one of those, and then came to join one of the other factions to fight the demons... But you'd quickly find out that ALL the factions are that evil, and that your battles are unlikely to ever truly defeat the demons.

None of the sides are really good* guys. Just stubborn and unwilling to lose.

*Though some Machina and Angels will totally claim to be, and some Demons do play the "I'm only a victim of my blood and have nowhere else to go" card.