As two races of natural enemies, the holy light power of angels had a tremendous restraining effect on demons. Similarly, the dark power of demons also had a restraining effect on angels.
But Roy was now fighting on the angel's home ground, and the battlefield was not advantageous for him. The omnipresent holy light had been suppressing the dark power in his body, preventing him from using it normally. And as six-winged angels, be it Claudio or Cecily, they had quite strong magic resistance, causing elemental magic without dark power not to have an ideal effect on them. Roy had noticed this situation after using Myriad Lightning to attack them.
So in this situation, pure physical attacks could cause more damage to the throne angels.