Mohe chose to retrieve her lungs instead of her horns for her own reasons.
Although many schemes are filled with various plots and intrigues, some things never change—put simply, from the perspective of the world, her horns were more important than her lungs... This is the most crucial problem.
The Demon King's Horns govern creation and destruction, simply put, the power Mohe previously displayed in front of Doro and others was this power.
However, achieving the desired effect was extremely troublesome for her.
For example, in the process of transforming Frodonick into Rose, it required borrowing the power of Divine Art, then interrupting the process of Divine Art, and using the mystery brought about by "failed Divine Art" in combination with her own magic and alchemy to cause a transformation in Frodonick during the resurrection process, turning him into the current Charming Demon, Rose.