Has Gremori ever appeared in the form of Rias Gremori? I’ve spoken to someone who says that’s how they’ve manifested to them.
I’ve had Astaroth appearing as Entoma from the “Overlord” anime, and one of his servants appearing as a character which name I don’t know, but I think it’s from a demon school anime. I’ve also had random angels taking the form of the main characters of the “K-ON” anime, and of course succubi and incubi can be shaped like fictional characters. The main reason an entity would do such thing is because such form would be pleasant or inspiring to you
Edit to add: And I couldn’t forget Thantifaxath appearing as Ling/Greed from FMA:Brotherhood
I also like to think that daemons/demons value creativity so they may also value media.