As said before, Alex's purpose for attending the ball was many, but the most important one was to identify the protagonists.
If they were in this empire, then there was no way they would want to miss this celebration; after all, if there is a gathering, protagonists are supposed to have one or two faceslapping events.
But maybe Alex's presence was the one that was stopping the progress of their plot, as no demon would want to cause a commotion in the demon lord's presence.
As for what the said demon lord was doing?
He was grinning as he stared at the new quest he had received.
[Antagonist's Quest: -
Quest objective: A human who has transmigrated into a demon's body has set his eyes on something that is yours; handle the situation accordingly.
Quest reward: The lust binding system and the additional rewards would depend on your approach.