That’s a good question. There are couple of worlds where certain demons are particularly attracted to.
“Earth” or Earth variants and Astlan are two huge ones.
I think for demons this is because those two worlds are highly correlated. A great number of human originated demons come from “Earth” and most of them are sucked over by Astlanian wizards. The wizards, and before them, aniwizards of Astlan are well known to be some of the most conjury of all people in the multiverse.
So I think the affinity of conjured from and conjured to is what does it. Astlan is the place where many of the big demons (of the last 4 to 5 thousdand years) spent their most “formative” years and so that’s basically a place they fixate on.
You would find, I believe, that demons of other generations would be fixated on different places, it really comes back to where they were first summoned and Astlan has been the busiest summoning location in the last several thousand years.
More would probably go back to Earth, but that place is lower entropy and the mana there is has generally been “hoovered up” by the priests of the demiurge. So the place is a pain to do much with.
Of course then, the other question is, why are the Nyjyr Ennead hanging out on that crappy moon?