Super Geeky Land!
(A guy asks if there's any reason in Sumerian mythology there would be more info on a prophecy...I do not get into the parallel with Inanna and the me because that takes way too long to explain. However, I do get into the whole 'what's the deal with their deal with Satan' thing.)
I'll go to Off Topic Super Geeky Reading-Waaaay-Too-Much-Into-It land, just briefly: The Sumerians kept massive scores of records on clay tablets and some on stone monuments. Realistically, any detailed document wouldn't be secret, just 'still untranslated', since not that many people can read Sumerian, and even fewer really get the hang of reading cuneiform Sumerian from tablets.
Now, some history: If they're in a Sumerian prophecy, and given the art style in the image from the first episode, that would have been written anywhere between 3100-2100 BCE, leaning a bit earlier. (Sumerian, like Latin, was used for writing long after people stopped speaking it.) Now, Biblical scholars say the Old Testament stuff was likely set down around 1400 BCE, and the Devil's acting a bit more New Testament to me in the concept of 'selling your soul' and bargaining with people, so that's much later.
My point? The Devil doesn't have jurisdiction on them. They're drawing from something older, more alien, and wilier than Ol' Nick. That's why they can negotiate past him, and why he just stands back when they summon a whirlwind. I think he's realizing that they're nothing he can or should deal with.
Want another fun total coincidence? The Sumerians believed the soul resided in the liver.