In the world of facts, you can say with some certainty that certain things exist or do not exist (and even then one can be wrong).
But the world of belief is quite a bit different. What a person believes may or may not be accurate. Things that exist are independent of one's belief.
The other day, I had a friend tell me that he doesn't believe in hell (or God for that matter).
I told him that it doesn't much matter what he believes. It he dies and finds out that there is indeed a God and a hell, he will not be able to use the excuse that he doesn't believe in them.
Hell either exists or it does not.
In other words, demons may exist (or not), but what you believe is irrelevant to their existence.
I have to make decisions as to what is relevant to MY existence. I’ve decided that hell and demons are not.
Should one believe in anything and everything presented, just to stay on the “safe” side? That would be a very confusing, unworkable, and remarkably silly way to live.