Dou-sama is the strongest most most fearsome monster.
She has no weakness especially not her soft head covered in weird bed hair that needs to be patted and rubbed.
Jahy didn't understand that Dou-chan is still a little kid, and it seems Dou-chan is never going far away from the castle. so she never meets any dangerous or terrifying monster yet. so she can't imagine how she can transform into any kind of terrifying monsters. so the most transform she can imagine is just little tail, little wings and the third horns lolz