OK, SPOILER ALERT!!!
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The Demon Lord wants to defeat the goddess in order to change his peoples' fate and protect his son. At the moment, the Demon Lord cannot challenge the goddess himself. She created him, so his instincts won't let him fight her. As such, he believes that Lufasu is the only one who has a chance of beating the goddess. However, the Lufasu he knew enjoyed destroying demons so he cannot (yet) entrust his peoples' fate to her. At the moment, he wants Lufasu's full power to awaken so he can defeat her, tame her (like a Tamer in a video game), and then have her face the goddess in his stead. Lufasu ends up winning their dual so she tames him. This allows the Demon Lord to resist his instincts and fight on Lufasu's side.
Shouldn't the Demon Lord be joining Lufasu & heroes instead of looking out for himself if he wants to change his peoples fate.