Lets play devils advocate for a minute. Literally..
You are your run of the mill demon, jehovah is bad, human suck yada yada yada.
Your purpose is to pull people away from "The True God"
Now keep in mind you are a possibly very old, supremely intelligent, higher conscious being.
What advantage does it give your cause, to make people have more faith? especially by proving your existence? Strategically, and rationally it makes no sense.
I have heard many stories over the years, even first hand by some family members, and you know something about "Demon Problems". Its always the same person... over and over again. The fact that the same people are affected over and over again tells me they have another problem. The mind is a powerful thing, and if can create powerful realities, even ones that don't exist. Just think about these things.