Because when he was born he didn't inherit Satan's power but only Satan's nature, to put it bluntly, he's a half-assed demon. In episode 17, the purple pattern on Yukio Okumura's arm is a sign that his satanic bloodline is about to awaken. As for Mephisto he is also one of Satan's sons and is Okumura's brother, claiming to have betrayed the Void Realm and seemingly assisting the Order for over two hundred years....