Yeah, it isn't stated anywhere in 4e. Demonomicon does provide some information on demon death, but I don't think there's anything much about devils. Really, whatever works for the story is probably good. Asmodeus, as a god, would presumably discorporate unless his 'death condition' was met. It is hard to say with arch-devils, they're immortals, but not gods. Regular devils are basically equivalent to angels. Nothing really says what happens to them either.