Max their loyalty to prevent them from leaving. Buy the sake from the liquor store that temporarily sets demon personality to kind and guard in battle until it's maxed, then you'll have no problems. As for the full party, honestly, MAG is not that big of a deal. Fight every battle you enter, and negotiate sometimes to get MAG. There's usually at least one demon in each dungeon that will give MAG if you follow a specific conversation path (same for yen, actually). That said, if the demon is in the back row and can't do much but cast magic and you want to conserve MP, there's certainly no reason to keep them summoned. No EXP gain means demons who aren't contributing can sit out with no penalties.