the reason they don't do that is that a very large number of people WILL in fact give a shit
the thing is that sub groups know that:
1) if they leave it as oni, people who don't know what "oni" means or know what it means but think that translators should localize the term for them will whine.
2) if they localize the term to "demon" or something, they're risking some problems as pointed out in this thread, plus a bunch of people will BAWWWW about them "dumbing it down" for people new to anime
3) if they take the middle road by leaving it as "oni" for the #2 BAWfags and put up a TL note for the #1 BAWfags, the only people who're going to whine about it are the dozen or so people on /a/ who BAWWWW about TL notes
therefore Shinsen took the safe route and went with #3