How about it simply being a new staging area for their "real" war against some other foe? Native enclaves are fine, and provide some entertainment so long as they don't get powerful enough to threaten anything important.
Or it's a trap! Controlling the prime material plane gives them control of where should go, or risks making it so that no more should will ever be born, or something. This will irritate enough other planar beings so they'll have to intervene and the demons can go for their real target while everybody is distracted.