Dealkandrax and the insectoid creature didn't hesitate and instantly runs away.
If this incident is seen by many, the thought of Dealkandrax and the insectoid creature fleeing from the Demoness out of fear would probably be the main suspect. As the Demonesses possess are notorious, it's quite understandable.
Most entities would probably do the same in their shoes.
But it was not death that they fear, it's something entirely selfless of them.
Since they were entities born through pure cursed energy, the damned child of destruction and blood, their psyche makes them incapable of fearing anything, even death. It's solely impossible for them to fear death.
No matter the exact reason for their actions, it's capable to ignite their survival instinct.