I wanna see the ground give way.
I wanna watch it all go down.
Mom please flush it all away.
I wanna watch it go right in and down.
I wanna watch it go right in.
Watch you flush it all away.

Time to bring it down again.
Don't just call me pessimist.
Try and read between the lines

Tool, "Ænema"

Mazoku are a nasty bunch--this much is certain.  Their primary role is to be absolutely evil--there is no shade of gray.  Race of evil.  Feeding and prospering from pain and suffering in the physical world,  the most feared thing within the mythic world in which Slayers takes place is a mazoku.  This should be a clear-cut point.  Mazoku are bad.  Mazoku are powerful--even Gourry knows this.

What is known is this: even if they are comparatively they can be powerful enough to decimate a population of elves (Joyrock), or have the insane ability to destroy a legion of golden dragons seemingly without effort (Xelloss).  They also seem keen to get humans to join their ranks.   However, they have not succeeded in conquering/destroying the world despite such awesome power.  What gives?

From here we can take two paths: a) the novels and b) the anime (Try in general really screws up the whole mazoku "thing").  To sum up the novels: yes, the Mazoku are all that bad.  However, the anime diverges from the novels wildly and thus the animated Mazoku are a more confusing bunch.  Seeing as I can only claim to have read two of the novels and a short story as translated of the internet,  we'll discuss the anime.  I presume that you, dear reader, have seen a portion of that.

What is the 'purpose' of mazoku, exactly--why do they exist?  Hellmaster and Xelloss assert that their duty is to return the world to nothingness (Slayers Next 22 and Try 20, respectively).  However, when Phibrizzo is destroyed himself, he thinks : "No...  This isn’t what I wanted..."  Why would a being seeking only destruction be surprised at his own mortality?  Was he lamenting his own death, his inability to complete his task, or could it be something else?  Indeed Xelloss complicates the "we're just here to blow the whole thing up" idea in Try when he partakes in actually saving the world rather than destroying it.  Xelloss is not a hero by any stretch of the imagination, so what exactly is going on?

Okay, skeptic one, besides poor writing.

 The Slayers world is one thrown out of balance at the beginning of the series--the mazoku had the upper hand.  The Kouma war depleted the power of the Water Dragon King and sealed away access to Holy Magic: a situation not exactly favorable for Humans or for the God-Race.  Not that the Mazoku did not suffer losses, either.  Gaav became trapped within a human body, and Phibrizzo lost his minions.  A thousand years later,  the Hellmaster still had not recovered enough power to 'spawn' a new priest and general, indicating that the Kouma war did indeed deal a degree of damage to the Mazoku as well as the Ryuzoku.  The conflict between Gaav, Phibrizzo, and Lina in Next can be seen as a last-ditch effort by Phibrizzo spawned possibly through frustration and influence from the Dark Lord of the North (the resurrected 1/7 of Shabrinigdo sealed in ice).  By the end, the depletion of 2 of the high-level Mazoku equalizes the power of the Ryuzoku: now only 3 Dark Lords remain to counter 3 Dragon Lords (the Water Dragon Lord finally perishes totally in Next).  We can possibly deduce that maybe the Mazoku's true "purpose" in the world is not to outright destroy it--but rather, to keep it in balance.  Symbolization of this dynamic is found in the grand Slayers finale when Filia and Xelloss combine the holy power of Ceiphied with the Demonic power of Shabrinigdo through Lina Inverse to Destroy Dark Star.

Not that Zelas is going to start inviting the Fire Dragon to tea--mazoku will always be mazoku.  Any difference between Mazoku/Ryuzoku relations after Try would be subtle at best.  If anything, one would almost expect Mazoku activity to sink to a new low as the 3 remaining servants of Shabrinigdo lie low to gather power.  In short, Xelloss can expect a few centuries of vacation from middle-management--that is if it doesn't take a few millenia to explain himself to Zelas, first.

 

...this is a rant in progress...expect things to change, paragraphs to shuffle, and maybe I'll remember what it was I wanted to say in the first place with this...I think it basically amounted to "Hey people Xelloss always was, and always will be, a jerk."  And don't take me wrong, he's a fun character but don't make him out to be some sort of philanthropic softie at heart.