If I recall correctly, as demons they don't have their own body naturally, so basically if they "die" they just wander the other realm watching the outside world eternally until someone summons a demon and they happen to be nearby again. So basically, they got to fulfill their masters wish & didn't actually lose anything in the exchange, so of course they don't have a problem with it (+ the 2 that got sacrificed are of lower rank than
, so they will be of course even more fine with it when it's his suggestion.)