To raise the seriousness level of this discussion, becasue it is fun, and who wnats the fun to end.
To my mind, the lower planes are not only boring as ..... but they are also dangerous. Blood wars, lots of powerful folks around that can and will eat you for lunch and even the odd insane paladin who tries to assault hell.
On the other hand, the mortal realms are full of easy to charm, dominate and eat mortals who have no prayer, for the nost part, of stopping the demon or devil. It is party time, to be frank.
Instead of being a level 20 demon (out of 666 levels) you are sudddenly a near-god and people are more than willing to treat you like one. Fresh blood, fear and respect. Just what every demon or devil craves.
And what do you ahve to go home to? Endless dark planes, fatal manipulations, and worse.
Hey, if I were one of these, and forall you know I might be

, I would want to stick around as long as possible, too.
It pays to be careful