Seham. Unless he has insane magic he would not be able to prevent a nuke from ruining his plans. And I think nuking demons as soon as they invade a city makes loads of sense.
And if there was an army already that was near why couldn't they just kill the dozen demons they would have to fight? A demon isn't going to keep walking as well with a couple of clips in him.
Humans have ways to avoid nukes ruining their days without any magic. And nuclear missiles are remarkably delicate devices; just how much Seham could screw with it is dependent only on how far out he can detect missiles from. Since it's hard to hide ICBMs...well, there's a good chance that it would hit some other population center.
You...you don't understand how things work, do you? If Obama heard demons were invading Chicago, he would not nuke them. That would be stupid. That would kill millions of Americans and cost billions, if not trillions, to repair, all because we've heard that some weird things were attacking Chicago. More likely, he'd treat it as a terrorist attack and send SEALs or Green Berets or something. When that failed, he'd probably turn to conventional armies (e.g, with tanks and artillery and stuff), and lose because those things are more useful when you're not fighting mobile, magical monsters with healing abilities and enough strength to disable or destroy a tank single-handedly. If he didn't try those first, he'd be seen as a lunatic; best-case scenario is impeachment and disgrace, worst-case is imprisonment for life and the destruction of the Democratic Party. And if someone other than the US nuked Chicago...well, can you say World War III? Basically, everyone would need to somehow know that the demons were nuke-worthy threats before they spread to multiple cities, at which point a single nuke wouldn't exactly end the threat and multiple nukes would have costs in hundreds of millions if not billions of lives.
Demons are pretty tough, actually, and as it happens they're making an army largely out of conscripts.
And seriously, is this any worse than the plots the rest of you come up with? Why are people capturing members of the group with non-unique capabilities? Why did those angels decide that destroying the world that Shys'm Caes was living on was the best way to deal with the issues, or that Yuri's mom would make a better God than she? Why did IRIS make an intelligent AI with desires to become Skynet? I'm pretty sure I've put more thought into Seham's plans than a lot of the uncomplained-about plots did into their Big Bads' plans.