I was considering that at one point, but... You know, would a mighty demon lord really reduce themselves to such a form showing barely enough wits to be called intelligent and getting pushed left and right? It surely would be a straightforward puzzle otherwise, but that's my problem with it.
Kuro Usagi marketed the place to the three troublemakers as a place for fun and games, but from what we have seen, it's everything but fun and games for great many original inhabitants. Perhaps it's due to the powerless masses being little but game pieces for the powerful, maybe it's because not all those in power are clearly interested in living like Kuro Usagi's marketing speeches indicate. For example Perseus's scumbag leader was clearly only interested in living a luxurious life and bullying the weak. He didn't want to play any gift games and only did when forced to.
That's true, but it still made a funny scene in my opinion. Those two discussing their perverted views like some higher science with no inhibitions in front of the others amuses me far more than some stock shounen hero unsuccessfully trying to peep heroines.