Philosophically and scientifically speaking, we start to decay the moment we are born. From that point onwards, it's only the period of youth that allows us to do anything with this horrendously small, and shamefully short lifespan. As the demonic lore goes - since it happens to be my area of interest - these entities are demi-gods. Extremely powerful, and do not decay. Hence the notion of their perlonged lifespans. They are extremely knowledgeable, and capable of transcending beyond dimensions...something which humans cannot even dream of.
Hence, my fascination with the lore, and yeah, the very idea that they would envy human...I am sorry, it is just so funny.