It's an interesting issue. Going by the same logic, Cecilia should have killed Youki, since she got the perfect opportunity for it. After she rejected Youki's confession, Youki was willing to die. She could have simply done it, without breaking a sweat. He was the demon lord's last defence, after all, so surely the hero party should have killed him, wouldn't you say so? Of course it would have made this is a one shot manga since it all happened in the first chapter and with the main character dead, there's no series. But it would have made the series non-retarded.