They don't need to have the same traits, but immortal creatures can't exist without motivation, much less lead. If not, what's the point of their existance? Even if their motivation was just to exist, the very act of existance is in of itself the motivation for existance.
What does this mean? We ourselves have no real idea what it means to be evil, but we can personify demons to be evil. However, even if their sole purpose of existance was to penetrate Japanese school girls in strange ways, then they are no more evil than a typhoon is evil because it killed hundreds of people.
However, this is only true if demons existed in the same format as a natural disaster. However, we know that demons take the helm of civilizations in Dwarf Fortress. This means that they have a reason for existing beyond that of themselves (how can you be a leader, make any decisions, if you don't have a purpose?) and if they are to be compatible with a civilization, you must be compatible in mind. This means they must grasp logic (or at least goblin logic). This all means that while immortal, demons clearly have thinking minds which aren't too different from goblins.
The proof for this is simple. No matter how much we try, we cannot control an ant hive like a hive mind can because our methods of thinking are not compatible. Similarly, we are currently unable to give orders to jellyfish because we don't know how since we just cannot communicate at our level of technology (or maybe we do right now, I dunno). The point is that if demons and goblins had different levels of thought that are completely seperate from each other, relationships could not be formed and demons could definitely not lead.
So, again by extension, since we know it's possible for goblin and humans to coexist, therefore it must be so that human and goblin minds must be able to understand each other. Therefore, after this long list of extensive logic, demons must be logical in similar ways to humans. And as such to dwarves.
And to save you time, I will point out how this argument is flawed:
1. What if demons are leaders just like how some cultures consider the wind to be a leader? Then bleh. Goblins are stupid.
2. Suppose demons and goblins actually have completely seperate mindsets. Maybe goblins are actually just leading themselves and demons are just tagging along as an excuse for goblins to do what they want to do anyway. Then bleh. Goblins are stupid.