Demons = "Mazoku" (evil group). Magic = "mahou" (evil law, ie, the law opposed to natural law). Specifically "ma" comes from evil spirits. So it’s not just evil as a concept but evil as embodied by a negative entity.

Imagine demons were translated as "witches" and magic as "witchcraft". Then you can get a clear idea of the concept at work. Would you think the goal or eradicating witchcraft from the world is a fundamental good one? That’s the moral challenge the manga is making to the audience.