There are rules. This is a basic concept of the world. Ones that exist as guidelines and others that are to be enforced with blood and vengeance. Though, most of the more absolute rules are not followed by humans. However, it is because they are just that - humans.
Angels and demons - and, yes, those are real - live their lives a little bit differently.
"A demon and an angel should never fall in love," it is written, "Correction; they should never meet and live long enough to do so. Angels are meant to kill the wicked and protect the creation of their Lord. If an angel and a demon should cross paths, the angel must kill the demon before they have the chance to lay waste to the beauty of God's creation - or die trying."
It's simple, really. The damned and the mortal are separated for a reason, and it should stay this way. However, there are rare occasions when the two beings cross paths, and in the event that this occurs, the guardian angels of the world are to take action and eradicate and Demon that manages to claw its way out of the pits of hell.
But, compassion has a strange way of changing the workings of this world. Very strange, indeed...