They did warn against dispatching a host using improper methods, but I don't have a good guess as to why exactly that might be. For all we know - and it's possible, given how crafty our friend is - it may have intentionally allowed its host to be killed for this or that reason.

[To inspire mistrust among them, maybe, or to trigger whatever the hell it is that happens if an exorcism doesn't separate the host from the demon.]