Creepy in-character response
"But demonlord status is a bit more exclusive. Unless you begin as an abyssal fiend of some sort, or perhaps another exemplar outsider corrupted and claimed by the Abyss, you can't join the exclusive club. Membership is predicated on you know, being an actual demon. Kanchelsis, Kali, and Lolth can have their own layers of the Abyss if they want, but they don't get invited to Demogorgon's awesome parties. Me? I sneak in by claiming to be Yeenoghu in drag, but with much better complexion."