Being associated with such a powerful nation would cause a great deal of complications for the Widows. In order to operate most effectively they'd need to be seen as impartial and weak, and if they were known to be associated with the daemonic Indo-King and his technologically advanced army of daemon-spawned elite soldiers it would make them look anything but weak. Also, what would the Indo-King's stance on the charlatans be, since he'd know they weren't truly the consorts of Daigon?