Really, it doesn't have to be (at least to us the observers) such a good reason. It could just be not staying around to fight a last, unwinnable fight. Choosing to slink away in the night, rather than face certain death. It could be leaving your watch a minute early to get a drink, or share a warm bed with somebody (or somebodies).
It just needs to be enough that when the demon comes along, saying that they know how such things feel, how the world is corrupt, and how they will give you power to set things right, in return for serving, that you say yes. At least initially. You can always regret it, although how much you can take things back is debatable.
(EDIT: ShadowFox, look around the stuff for the Thing Infernal, which is another bad idea. Also, the Yozi can't control Torment, despite what the book says, because it would be a stupid idea. And the Coadjutor doesn't and can't commune with the Yozi.)