Kings of demons are also immortal as long as their plane still exists. A plane is not as durable as the abyss and if a demon king can create a plane, then another demon king can destroy it. That means that kings of demons will resurrect as long as they are strong enough to defend their plane. It is going to be tough because if they can't defend themselves against an assailant, odds are that they can't defend their plane from that assailant either.
The situation is not exactly hopeless. A demon king will be stronger in their plane and it requires more power to destroy the plane than to kill the king but the problem of death remains very real. The abyss is an intangible target while a plane is a tangible target that one can take their frustration out upon.
Demons are vengeful beings. There's no way a demon that kills you won't want to uproot your means of resurrection. It is the major reason why clones for resurrecting are kept hidden. But unlike clones, you can't hide an entire plane.
There isn't any other disadvantage apart from the insurance against death. A king of demons grows stronger by killing and absorbing the Godhood of Celestials. Unlike the king of the abyss who only gets a small portion of the power from Godhood, a king of demons gets the full power. So a king of demons grows stronger faster and they won't have a limit on their growth. They can become demon gods if they meet the requirements.
The third and final option is the king of kings. This king grows stronger by absorbing celestials. They also get a plane to themselves. Unlike other kings, however, they get to have more than one crown. Having more than one crown is the major difference between a king of kings and other demon kings.
These extra crowns can come from the rare voluntary generosity of other demon kings or the more common/realistic compulsory generosity of demon kings. It is practically the same thing. Some people need to be compelled before they voluntarily give something up. ɪꜰ ʏᴏᴜ ᴡᴀɴᴛ ᴛᴏ ʀᴇᴀᴅ ᴍᴏʀᴇ ᴄʜᴀᴘᴛᴇʀs, ᴘʟᴇᴀsᴇ ᴠɪsɪᴛ ɴovᴇl(ꜰ)ir(e).nᴇt
Extra crowns grant a lot of benefits some of which is an increase in the boost within the plane of the king and demon king avatars. A king of kings' domain is a death trap because of their numerous crowns. Demon kings can form avatars like the demon lord's sin avatar but their avatars have actual power up to the level of a demon lord. Only a king of kings can have an avatar with the Authority of a demon king.
It seems all nice and right but selecting this will make him a target to be killed by other demon kings once they find out what he is. Demon nobles rarely fight amongst themselves because of the prohibitive cost of Accumulation. Demon kings fight all the time but they don't try to kill each other because there is no benefit from it unless there is serious hatred.
Demon kings can't grow stronger by killing each other, plus they have means of resurrecting. So killing each other is a waste of time and resources. That is obviously not true for a king of kings. A king of the abyss that dies to a king of kings will definitely die. The immortality granted to them by the abyss itself will not be able to save them once they lose their crowns.
The condition for the immortality of kings of the abyss is that they will be resurrected as long as the abyss exists and as long as they are Kings. A demon without a crown is not a king and as such, will not be resurrected by the abyss. Kings of demons are not safe from a king of kings either.
So he will be a threat to the other types of kings. It will be like the situation when high-rank demons banded together to get rid of him again. Except for this time, his assailants are not paranoid because of the possible threat that he might become to them and they will be able to resist even if he uses the domain of an Origin god.
Apart from the glaring disadvantage of being hunted down, he still has to survive donning the crown. Each crown comes with different advantages and disadvantages making them more powerful than the other. The will of the abyss already told him that the more powerful it is, the heavier it is. The will of the abyss was literal in that the crowns are heavy on the soul.
Heavy is the crown and the burden that it places on the head that bears it. His decision is the final trial. Demons are greedy but it is not a sin to be greedy. You can be greedy as long as you know your limits. Just like weakness is not a sin as long as you know your place in the hierarchy and keep to it. So he has to choose one of the crowns and hope his soul doesn't break under the pressure.
This will be a tough decision for other demons. They have just gone through a grueling ordeal in the trial. Their soul is damaged and their mind is just hanging by a thread. Carrying a load that is too much for them might be what will finally make their soul crack under pressure. In fact, there are prospective demon lords that crack under the weight of the lightest crown because it is the straw that breaks their back.
It is not that the weakened demon lords don't know their limits. It is not that none of them are aware that even the weakest crown will kill them. But they have to make a decision because the trial isn't over until they return to the world above. And the longer they hesitate, the weaker and smaller their chances get. It becomes a decision between certain death if they don't choose a crown or uncertain death if they chose a crown. Anyone will choose uncertain death and hope for the best.