So if I remember correctly, in-game it talks about how demons are capable of transforming themselves at will. It's stated in the bad end for the quest for Sorra's spear. The form they have, they'll have transformed into that form and likely keep that way because that's what their mind views as their ideal of beauty or hotness, or is a reflection of what they think of themselves, or something like that, though red and blue skin are the most common color for demons.
Anyways from what I remember there hasn't actually been any male demons in the game, so I'm not sure why you talked about "Instead of this". Aside from, like, one centaur, from what I remember, at the start of the Centaur questline who transforms into a demon after you win the encounter before promptly getting killed in the same page/screen. Whatever race a male demon comes from, they'll almost assuredly have red or blue skin and will likely not have some horrific appearance unless they're portrayed as being "feral" to some extent. None of the demons decorate themselves with skulls or something like that, they're just horny fuckers.
