Right, that's right! I am the enemy goat -- no!! I mean, no! I'm not a damned goat! Weren't you listening?!

[ suddenly pointing his scythe at her threateningly, although the actual threat is... questionable. ]

I'm a demon, come from Hell to take over this world! [ ... there's a sort of awkward pause where Maou makes a face suggesting that's not 100% true, but close enough. ]