Though, at least in Rutan dogma, which is where Alex would learned about demons, all demons are dangerous, but not all demons are evil. Just for an explain, a mindless demon that would just want to destroy everything is dangerous, but isn't evil in the same way a hurricane isn't evil. 

It also helps that they are nature worshipers, instead of deistic worshipers. They don't have a god or gods that set opposed to demons. And to them, darkness is as natural as it is light, it is just dangerous and they probably have lots of legends about demons doing bad things.