I mean, if you had gotten your sword right up to the demon king's neck, either you'd have killed him or you'd be dead. Coming back from that unsuccessful should've been a massive red flag.
Berg has a point, the hero system makes sense for regulars, but for people like him, there's literally no reason not to just do things like training and adventuring on his own. As for forming a party, if he's strong enough to make it to the demon realm, then any upper rank hero there would have to acknowledge his strength and support him, and he could always just recruit other strong like-minded heros on his own anyways.