According to the Ice Witch's speculation, the reason why the Protoss Empire has continued to spend a great deal of money to imprison the three of the Demon Race for over a hundred years without killing them is because the Protoss Empire has always wanted to subjugate the three individuals from the Great Demon Clan to convert them into a power of the Protoss Empire.
The innate magic possessed by each of those from the Demon Race has miraculous unique effects.
For other creatures, even if they exhausted their entire lives, they would not be able to master it.
But, so far, there has been no person or mixed-blood Demon Tribe that has been able to gain their consent.
Even now that the Demon Race has fallen, the once Great Demon Clan would rather die than become human slaves, it wouldn't be possible to even form the most equitably biased pact.