They could've thought that Sullivan helped him somehow. He was the Demon King's right hand and one of the most powerful demons in the Netherworld.They don't even realize that they think iruma is just a human. When in reality he has the ring that can destroy them all. For very powerful demons they all are really dumb. So no one asked how a human passed all those exams and has magic? Remember iruma got his rank to "he" (I might have got his rank wrong. it's been a while since I have read his rank)