Transfer Students are kinda immune to physical attacks ftom regular majin since they become different tier of existance.
Although, they can be killed by other means such as ability to cut everything or heart attack by getting too much orgasm. Saitama ability can also kills teansfer student due...
It seems that the story leave impression for you. I suggest you might want to check out the novel. The writting and translation are way better than what I've described.
Here are the spoiler.
That world after Demon King war has only thoudsands of human survivors.
Vida slept with a lot of god/evil gods and produce a lot of demi human races to repopulatethe land. She managed to create her own reincanation system.
Alda and his main hero envision a pure, untainted world before Demon king...