I think there's something deeper connecting these demons of the dark aether with the world the characters are currently experiencing.
First we get Takeo's path of sorrows acting as a demonic voice to influence his bloodlust, which has since quieted with his relentless killing of hoards.
Now we have this entity of Nikolai's past seemingly haunting him through this journey. We experience the demon chase us first-hand thru the caves, and it's strangely similar to the purple mist creature in Reckoning's main quest.
It's no coincidence both crews have experienced these demonic entities, but it'll be interesting to see how they tie in with the Warden and the larger story of BO7 as a whole.