For entities like Demogorgon, Tiamat, Orcus, Pazuzu, Baphomet, and all the rest... if there are actual open d20 game statistics for the characters as they have classically been represented in D&D, then yes, we generally did bring those characters into Golarion (and thus into Pathfinder). Many of these were made available to open gaming via the first Tome of Horrors—that's why you see us and others using Orcus as a fat goat-headed demon man with a death-dealing wand, or Pazuzu as a demon with control over avian creatures, or Baphomet having links to minotaurs.
For others, like Graz'zt, we can't use them at all because there are no open rules for them and they have no real-world mythological basis.
Then there are other long-standing D&D characters (particularly Demogorgon and Tiamat) who ARE from real-world mythology, and thus their names CAN be used in non-D&D products... but their specific D&D incarnations (a two-headed demon with tentacle arms or a five headed dragon) are not open content. If we were to use Tiamat or Demogorgon in a more robust way, we would have to completely build a new design for them—either one based on mythology (which, in Demogorgon's case, wouldn't work since he's only a name—he was never really an actually physically-described entity until the name was picked up for the early RPG as far as I can tell) or one that we made up completely from scratch.
Doing so would officially "overwrite" these characters' long-standing traditions and history and use and appearance in the game... and I wasn't interested in doing that. I wanted to preserve those names and thus those characters for gamers to use in Pathifnder or Golarion games as they see fit—and so you'll see the names mentioned VERY rarely in our products, but never in the context of rules or descriptions. Neither do they have big roles to play in Golarion—Tiamat's role is taken by Dahak, while Demogorgon's is taken by Lamashtu.
It's a pretty simple matter for you to replace Dahak with Tiamat or Lamashtu with Demogorgon in your home version of Golarion, or alternately to drop those two in side-by-side as they exist in your game already, and we didn't do much more with those names in order to allow gamers to do so for their home games.
Hope that clears things up!