The point is he has tasted betrayal... Yet he wants revenge but he does not weild his powers to crush those that stand in his way... This is a 3rd rate revenge story...
Surprising as it may seem, mass murder is not actually a solution to all of life's problems. It's not even the best way to take revenge. Furthermore, such actions carry steep consequences, regardless of how much power you wield. If he's planning on building up his power even further and eventually leading humanity in a rebellion against the demons (which seems to be his ultimate goal), the consequences that being a mass murderer would have are not something he can afford.