>>279928877
I guess Fujimoto just doesn't want to make Yoru too "self-sufficient" because then it'd be very predictable that she ditches Asa/Denji and goes through with whatever crazy plan she has.
It appears to be part of her characterization that War Devil has always needed others to be successful. Even her power relies on forming bonds with others.
Would any other Devil really go on a rescue mission to save other Devils? Probably not. As scummy as Yoru is, she seems to get along with other devils just fine.