Actually, I never argued that Utopia should be built without Pit Lords – I just felt that the way you phrased it implied that it was absolutely impossible, when in reality, it's quite possible...

First of all, I didn't say "absolutely not"; I just expressed my humble opinion, and besides, I haven't spent much time with demonology. We're playing online, and 4 minutes is a very short time for proper planning.
Secondly, Heroes is a strategy game, and logic should be present. Right? Right. So, tell me, why would you take Pit Lords into Utopia? To turn their meat into a dozen demons? Right? Right. Now, answer this: is that dozen demons worth the risk of having the Pit Lords killed (or at least damaged)? You might raise a dozen horned creatures, but you'll lose even just five Pit Lords in the process. How do you think you'll benefit from that, or will you actually lose out? Where's the logic in that? Maybe it's better to let the Pit Lords hang around before taking Utopia, just to keep them safe, and then, after taking Utopia (i.e., when you have money), buy meat from all the castles and create as many demons as you want?
That's it, I'm tired of arguing. :)