The reason Sera and the others are willing to help Shane is said to be for their own purposes, and since it doesn't significantly affect themselves, he should comfortably accept it as help. However, help is still help.
Even if they didn't intend to show favor or win him over, Shane doesn't feel he can comfortably accept this help.
This is different from the situation in the Inner Sanctum.
At that time in the Inner Sanctum, Shane had exchanged the credit from defeating the [Slaughterer Faction] for the opportunity to enter, and this matter didn't cause anyone any loss, so naturally, he accepted it comfortably.
But this time, the Six Great Demons use their own power to help him improve, so no matter what, Shane acknowledges this favor.
Of course, there's no need to say this out loud; it's enough for Shane to understand it himself.
Then, he followed the Demon Sisters and entered the Demon King Mansion.
