I mean, in order to get cucked you need to care about the target to some degree. I don't think he cares about the demon all that much. He is more pissed about being helpless / getting trapped. If he fucks Kenji in front of him however, that might actually piss him off lol. Only way to truly NTR him is doing that.
Regardless, this event is not even the most retarded shit in the chapter. It's the dude's power lol. What an asspull