Probably a ton of roguelikes. Off the top of my head, Crawl, a bunch of old angband variants, Cataclysm: Bright Nights with the magic mod, CoQ, Infra Arcana, and I'm assuming a nethack variant or three; at the very least you can play a doppleganger in Slash'em and permanently become a demon. Marilith's are quite strong. Levels of flavour vary amongst these; in many cases it's just some statline changes and resistances, in others you get actual unique demonic powers themed around blood sacrifice and such.
Not directly what you're asking for but I highly recommend Cultist Simulator if you've never tried it. Go in blind, don't read guides, it's a good time.
Total War Warhammer has some demons obviously. Actual demonic gameplay too; you raze settlements instead of capture them.
Civ4 FFH mod had a cool demon faction actually; you couldn't start as them but needed to summon them into the game with a research or wonder or something; once you did you could swap to them as part of the project. Instead of building units normally they received reincarnated units from when evil factions lost units or population; so you were incentivized to make those factions powerful and warlike to get a constant stream of free stuff. Really cool mod in general, highly recommend.
Again, not exactly what you're looking for, but some of the BoF games have been themed around your draconic powers being evil; 5 in particular they are something that will overwhelm and consume you if used too much, really has that 'deal with the devil' vibe going for it. 3 is definitely the better game though.
SMT is probably right up your alley. Nocturne is the only one I've really sunk my teeth into, but it's fantastic. Uses real world myths and religions as references, so you can summon things like Baphomet, Succubi, Kappa, Kelpies, and a ton of other cool shit.
Nioh 2 has you play as some sort of demon/half demon or something, but it mostly just feels like superpowers with horns. Gameplay is good though.
Rift Wizard and it's sequel have some pretty cool Necromancer/Demon Summoning/Blood Magic spells and perks. Highly recommended.
Ooooh. Shadows of Forbidden Gods. You play as a dormant demon/evil god and need to subtly (or sometimes not so subtly, depending on the situation and faction) corrupt the world enough to have them fail to stop your acension, when your full powers are at hand and you can properly end the world. Very thematic, cool unique gameplay. You can do stuff like trick heroes or nobles into feuding with each other by framing them for murders, start plagues and riots and full blown civil wars, subvert characters, empower bandits and orcs, cause insanity, create or prey upon particular phobias or obsessions... lots of fun, if a little janky.