As I said, we'll need to go to the time of the great chaos to understand why love between demons and immortals is forbidden.
About forty thousand years ago, there existed a clan, a league of gods and a league of devils. The hierarchy of immortals those days were from the highest clan which was the god clan to the sky Immortals and then to the demon clan.
The lowest and the most pitiable clan was the devil clan. The strongest and most powerful clan of those days were the god clan, the league of gods. They were invicible and indestructible, they ruled the four realms with an iron fist - (gods, sky immortals, demons and devils). Many of the things they did were wrong but because they wielded unfathomable strength and accuracy of spells, no one could challenge or dare them.
But there was a clan that had the potential of rivaling the league of gods and even subduing them.
Guess who they were? They were the devil clan. This was the reason the god clan suppressed them and subjected them to a fate worse than death. They were made to live in the deepest of abysses called "screams of the appolos."
There was no night or day in this abyss and all of this was because of a legend in books which said the devil clan had the potential of ruling the four realms and annihilating the all powerful god realm.
The gods were afraid! They were afraid of the power of devils even though this was just a speculation from a book, and so they announced that if for any reason any realm, any creature and any existential being were to associate with anyone and anything from the devils, they and their clan would be enemies of the god realm and will be totally wiped out.
The god clan claimed the devils were born from the mistake of the eternal creator, the first God during the creation of the four realms.
So with this theory, they insisted no realm should have anything to do with the devils and they should be subjected to shame and pain in the deepest abyss because that was the will of the eternal creator when he discovered the mistake he had made.
Furthermore, a rule was made by the god realm to ban all devils from learning any form of spells and if any were to be found practicing spells, they should be put to death instantly.
The only devil who knew spells was a fugitive in hiding from the four realms and so no one knew if he was still alive. Legend have it that his mastery of spells was on par with the empyrean of the god realm and this made them more fearful and anxious which made them impose heavier penalties and punishments on devils just because they were devils.
The devils and their leader, yen shui who was a scholar skilled in everything books agreed with the heavenly rules to save his clan from complete annihilation. He and the empyrean of the god realm were the only beings in the whole four realms who knew exactly why they were treated the way they were treated, he knew it was the fear the empyrean had of their powers that caused the whole turmoil.
This went on for centuries with the devils living lives less than beasts and animals. Everyone in the four realms had a preset bias and judgement towards them because the god realm said they were evil.
But one day, a young devil somehow escaped from the abyss. He escaped with his life in his teeth and was seriously injured and battered.