The will of any world will inherently reject the intrusion of an Otherworld. For ordinary Otherworldly creatures, this manifests as the erosion of their physical bodies, just like Jon. For powerful beings like a Demon God, the resistance from the World Will strengthens significantly.
Moreover, this is the Sin World, known as the place where the World Will is most active. Even the mere breath of a Demon God can trigger such a violent sandstorm.
Of course, if a Demon God truly wishes to invade the Wizards' Realm, there are ways to conceal their aura and avoid detection by the World Will, at least temporarily. However, the Lord of the Abyss at this moment does not have the intention to invade the Southern Domain. His goal is merely to pull Popota's soul into the Abyss, so he doesn't bother concealing his aura deliberately.
Although this aura of the Demon God is not particularly strong, it was still noticed by the World Will.