As I said, only if you lack the skill. You simply have to be smarter than they are. And to your other point: the more powerful the servant, the more powerful the master. You'd hardly get much benefit out of a demon that isn't dangerous.

There are better ways to say that. Ways that make it sound very mysterious and admirable instead of outright suicidal, but, well— magicians know what they're getting into. It is a bit suicidal, if you're not clever.