Demons didn't have sweat glands, and they would never sweat even after they had lots of activity. Even if they just flew under the scorching sun in the human world, they wouldn't need to feel worried that their clothes would drench with sweat.
Living as a demon was convenient, and Azren was used to the lifestyle even if he was in his human form right now. Perhaps that was why he didn't even notice that his sweat glands excreted moisture in visible quantities through the openings.
Azren didn't even realize that his forehead was soaked in sweat. It was probably because he ran with all his might to catch the masked man earlier, and he ended up sweating a lot right now.
Perhaps it was also cold sweat because he was so nervous when Michy was talking with Tallie earlier. Michy didn't give him any chance to speak, but being a listener was also a heavy burden for him because he was the subject of the conversation.