Shooting things before they shoot back
In the history of demonology. There is one crime that trumps all others. That crime is deliberately torturing people to form a demon. These demons are called retained demons and they are very dangerous; they need to be dealt with decisively, and preferably from a very long distance away.
Dealing with retained demons is a job for highly trained professionals; the kinds of people who live and breathe heavy weaponry. Giving the job to people who have never killed before would be a severe bureaucratic oversight.
The world is full of red tape, and our heroes are hardly the first people to be strangled by it.