A surprising number of them seem to be motivated by boredom, honestly. They've been around for centuries, seen empires rise and fall, and the predictable nature of mortals just gets so dull. Shape-shifting becomes a game, a way to poke at the rigid structures of human society for their own amusement. Look at the demon in 'The Invisible Life of Addie LaRue'—a lot of that being's actions read as a centuries-long performance to stave off existential ennui.
Sometimes it's less about malice and more about a craving for authenticity they can't achieve themselves. They can wear any face, mimic any emotion, but it's all a facade. So they seek out humans with intense, 'real' feelings—love, rage, despair—to experience it vicariously, or sometimes to corrupt it just to see if it was ever genuine to begin with. Their goal isn't always destruction; it's often just to feel something, anything, that isn't their own eternal emptiness.
That hunger for a genuine connection, even a toxic one, makes them far more interesting than a demon who just wants to eat souls or rule a hell dimension.