I suppose Youki is the closest thing to Happiness's family, or even a guardian. He was her captain, after all, back in the demon domain. He must also be the reason why she didn't need to act like a monster all the time, which would have been essential for her to be able to integrate in the human society now. After all, Youki didn't participate in invading human lands, so his immediate underlings wouldn't have been doing it either. On the other hand, Youki is so powerful that those under him didn't need to fight to the death against the hero party or other humans. I reckon other demons would have also left Youki's underlings alone, out of fear.
So, it's quite nice and respectful those two came to report to Youki like that.