There is nothing "strange" about the "missing demons and other entities from Hell". It's a direct consequence of the setting's theology. The souls of the dead are recycled to the wheel, this is established as fact, no belief. No one goes to Heaven or Hell, no matter how good or bad they have been, or which gods they worship. With no Hell there are no demons to punish the wicked. They simply do not exist in this setting.
If any "outsiders" showed up in this setting they would be aliens from another planet, not demons out of Hell.
Well, there is something called "Hel" though (with one "L"), but no-one yet knows for sure what it is. It supposedly is beyond the Shroud.