It's an interesting case. I can totally get how the conclusion is bothersome to some viewers, yet at the same time -- and, in some ways, because of this reason -- the reversal is something to be lauded from a storytelling standpoint.
First of all, I don't think it's simply the admission of the existence of angels and demons within the film's universe that is the primary issue. This movie differs considerably from, say, The Exorcist, by intentionally misdirecting the source of its evil for most of its running time. There's something deeply unsettling about the only skeptic in the film, and the audience's point of reference, being revealed to a demon to be destroyed. This, in turn, leaves a perspective completely absent from the film. What room would this leave for skepticism or non-believers who might react similarly? Not all people in the film can see these visions, so regardless of Fenton's intentions, the moral response if you do not have the supernatural evidence would to reject Dad's behaviour.
It's also uncomfortable that the film's demons, although having legitimately done crimes, are presented as mortal beings whose acts do not extend beyond what people are capable of and who, like people, do not do bad things all the time. It leaves a big underlying question about what really separates a demon from a bad person. Are people in this universe not also capable of doing bad things? Why then should demons be destroyed and not humans who might do similar things?
Ultimately then, demons aren't revealed to be worse than some human beings unless human beings in this world are inherently good. If that last part is true, it creates a very black and white world that undermines the value of faith because the only true evil is one who was never human to begin with.
If someone bothered by this can take any solace, it's that the events only confirm a couple things with certainty. 1. That supernatural intervention indeed takes place and 2. that the FBI agent, and by extension the other "demons", had committed murders themselves. However strong the argument of Dad and Adam's righteousness, that leaves the possibility of a slightly more malevolent force that encourages vigilantism and is not a deity. Dad and Adam can't even know this with absolute certainty, so their moral choices can be doubted at least a little.
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