@Doomer Even if he's strong enough to defend himself it would be really bothersome and annoying if people kept trying to attack or assasinate him. Don't underestimate the nature of stubborness.
Not only that politics would probably be another issue. It's the reason why she doesn't let anyone clean her room. She favors humans when probably the majority of demons don't. And there would be large backlash and make her legitmancy as a demon lord pulled into question and would be a headache to deal with.
Easier to just hide his identity for now until he gains reputable merits to the point where most demons like him then reveal his identity slowly to prove he is on their side.