After some consideration, I thought I'd expand on a thought.
While your grunt or brutish demons might be very "Hulk Smash" about destruction, your scheming demons might be of the more Universal Anarchists. "Tear Everything Down." But that's hard to do with your bare claws. So it requires forethought.
Poison water supplies, blight crops, slaughter cattle wholesale, bring down plague upon plague. A rampage through a market racks up the kills, but demolishing people's very way of life will score far more collateral damage.
A beautiful peaceful kingdom reduced to a bloody revolution with riots in the streets and a decade long civil war is likely a demon's wet dream, because not only is it causing prolonged pain and suffering, but you have pulled apart the tranquility of that kingdom; you just put a big festering wound right into its heart.
The goals of the Demon Lords might be to reduce the multiverse to a post-apocalyptic wasteland where everywhere acts like the abyss; an endless cycle of violence surrounded by Pain.