Every war had to have supplies. There was some truth to this.
Not because of the need for supplies, but because there was a need to fight! Roy was just a low-rank demon for now, and his current fighting methods were basically melee. Imagine how dangerous it would be for him on a chaotic battlefield with magic flying. No one desired death. And since he did not want to die, it was necessary to convert all his savings into immediate combat power.
Was it worse for a person to be living without money or to have a lot of money but be dead? Roy always felt that the latter was the most tragic. Only when you were alive could you have the capital to become stronger. Did he not accumulate souls to deal with such a moment?