It's a fine question and all those people who thought you meant "exorcise" really haven't studied Demonology 101.
Whistle, ya gotta realise that demons are not like people. We're made of flesh and bone and blood and tissue and stuff, but demons are made of ectoplasm. It's not a very substantial medium and if we can get the demos to exercise they start to build human muscle. The muscles quickly grow too strong for the ectoplasm contain and they tear it apart.
The result for the demon is catastrophic.
Did you ever blow up a balloon and release it without tying off the end? That's what happens to the poor old demon. Blurrrrrttt... They just zip around the room in ever-diminishing circles until they disappear up their own fundament.
And for those Muggers who used to inhabit Blurtit here's how Hippy's ex ended up. (I must say the climate has done wonders for her complexion.)