After mulling it over briefly, Wang Wei did not find Ao Shen's choice to be strange. Anyone with a bit of brain can see the situation of the Innate Demon Gods. In the past, they represented one of the three paths: Primordial, Emperor, and Heaven. However, during the Golden Era, it only took one group — the demon race — amongst countless acquired lifeforms to compete against them. To say that the mighty has fallen in this situation is a gross understatement.
Ao Shen is intelligent, so it makes sense that he chose the most influential group of the two. Of course, he must have other considerations. For example, he was once the leader of the demon race and held their destiny. Although he's an Innate Demon, he probably identified more with the demon race.