User blog comment:AnonymousAK/Demon's Royale/@comment-25121709-20140715151833/@comment-7418318-20140716075857

Could be, but then Celestial Spirits are beings made out of magic as far as we know. And they were created (or at least conditioned) to serve their masters faithfully.

Demons are quite a different thing, being based on curses rather than magic. And while we haven't gotten any clear info on that, I suspect they were created for a specific purpose rather than the broad general one to serve their master's whims. That might give them the ability to resist this take-over, just like Sayla was able to resist being taken-over by Mirajane.

It'd suck for Zoldeo to merge with a Demon's body and then fail to be the soul in charge of it, reducing himself to a powerless spectator.