I dug straight down onto the demon pit in the middle of my map, up/down stairs all the way down.
I was thinking: "Woo! Lets see some slaughter!"
Nope. Cracked open the roof of the very top of the demon chamber.
There is no up stair to connect the chamber to my staircase. Thought I was lucky, because they couldn't get up to me, but I could now see the whole chamber and dig out all the Adamantine without ever letting any demons out.
Yet, about a minute later, a demon appears half-way up the fort's central staircase, irregardless to the fact that there was no way onto those stairs from the demon pit.
The story has a happy ending. The ranger who was on the surface hunting gave everyone else the finger, and built a wall from the wagon wood over the fort's exit, sealing the demon in. The miner in the picture dug some channels around the corner you see at the top of the room he was carving out, and so the demon could not maul him or set him aflame from around the corner. He dug to the top to meet the ranger and they both started again. The demon roams down in the old fort a lot among the burnt bodies, but has never been able to get down into the pit again due to a lack of stairs that didn't stop him last time.
Are they supposed to materialize out of air, fly, be 12 feet tall, or climb through holes in the ceiling? If not, then I believe this to be a bug, as conventional game path finding should have kept it in the pit.
I have a save of when it first appeared on the stairs if it is needed.