You can say they are the incarnation of these concepts. A demon naturally "borns" tainted by evil, because of it's own nature, and the place it was created.
And a smart demon would commit a good act to save himself (would still be a selfish reason), like when Lobo and Etrigan (DC Comics) had to destroy some huge demon to save themselves (and that's because they killed the creature meant to destroy the demon, for fun). In the same way, a demon won't do something that may destroy him (unless he really, REALLY want to commit the evil act).
Finally, "always evil" means that the majority of societies of said creatures is evil, but that doesn't exclude a single character from being different sometimes. There's even an official D&D computer game with a puritan succubus (Torment, I think).