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Sareth did free the demons, but they didn't conquer the world; they became, let's say, "aggressive neighbors" to the other factions.
1) Opening a gate
2) Summoning, like Fenrig for Zana
3) Rune gates in Grimheim
4) A permanent portal, as in the Arantir campaign (where a demon appeared once a week)
5) The Griffin's Heart
Besides, it's unlikely that the developers in Heroes 6 would have revealed Zana's image for no reason, showing that she is relatively good.