That’s not a moral system, that’s mere survival instinct.

A (Frieren’s world) demon will always do what best serves their own interests; if a more powerful demon tells them to do something they’ll do it out of pure self preservation, and bide their time until they can be the one on top, or at least get away and carry on on their own.

No morality is involved, because morality as a concept (as we humans understand it) is so alien to them as colours to someone born blind.

Frieren has known many demons, including Macht. She has studied them for a thousand years. She can and does know.

By definition, if a demon learned how to feel empathy, or compassion, or anything like that, it would no longer be a demon.

But the point is moot, because it’s been demonstrated that they biologically can’t feel those emotions, even if they wanted to.