I don't think they mention they are genderless, but you can assume that by how they talk about the role "mom" and "dad" since they differentiate the 2 by wealth, how love each role and not by the term qualify with their gender. Also the fact that when they mention "couple" they don't think about...
So from what I understand. Demons don't feel certain emotion this make some of their action which may seem barbaric, cruel to us human but does not cause any issue with the Demons themself. So that make a question, does that mean that they act upon instinct (kill thing that may oppose a threat...