I agree my guess is he is actually an incubus (the male version of his mother's species) and that's why he's embarrassed about it, its one thing for a girl to be pretty and seductive bc historically women have been expected to flaunt and use their beauty to their advantage, but for men to be seen as a bedroom demon is different, is it sexist? Absolutely! but given how the manga is written about how the demon world aknowledges power and strength as currency for respect Azz probably sees it as demeaning to use sex as a tool when he works so hard for his skills and magic to be recognizedI'm 100% sure that Asmodeus' bloodline magic is something akin to seduction that makes him very uncomfortable. First of all, his wicked phase is very sexually charged, and furthermore his mother is literally called "The Head of Lust." It's so incredible that without telling us any of this, we can still piece it together ourselves. Nishi Osamu has absolutely mastered world building.