Both Erik and I prefer demons over devils, so I suppose that's a major reason why they've had such a presence in the magazines lately. When combined with the fact that the Demonomicon and Savage Tide are two of the more popular series that are in the magazines right now, it sort of creates a perfect storm of chaotic evilness. One of the things that intrigues me the most about demons over devils in D&D, I suppose, is that there's more or less no cap to the development of demons, since there's 666 layers of the Abyss and no strict hierarchy of demon lords. For devils, you've got a very limited number of arch devils to work with; introducing new ones is really tricky and requires a lot more work; the same goes for the fact that all nine layers of Hell are pretty well detailed.
The Abyss is a deeper, larger pond, is all. It's nice to swim in a luxury swimming pool (devils), but I prefer floating around on the ocean and finding shores that are yet undiscovered (demons).
But I agree. More CERTAINLY needs to be done with yugoloths. And that's something that's hopefully going to be apparent in the next few issues of Dungeon, with more of the critters showing up in Savage Tide here and there. Including stats and an important role for a unique one...