"Demons are a type of evil spirit, correct?" Rezo says. If they're anything like mazoku then he can see how that would be an issue. Of course, the phrasing 'currently linked' implies that it would be possible to change that...

But as Shu says, that's something for the future. "It's far away in both time and in space," Rezo admits. Considering it's in an entirely different world and all.