It isn’t so much anymore.
Now it’s “aliens” as much as, or more than, “demons.”
Hey, this is a serious question, and I think it belongs in the biology or psychology section. “Always” is an exaggeration, but it’s true that many people who hallucinate during sleep paralysis see demons. I personally never hallucinated a demon during my episodes, but I know that it’s not uncommon. If the answer could be discovered, I think it would shed light on the functioning of the brain.
Do you know what always means? It’s an absolute term which means that it is NEVER associated with anything but demons.
Look up sleep paralysis. If there is even one explanation that does not involve demons (and there will be), then it is not ALWAYS associated with demons.
This is simple English really. Please use it when asking a question.