As I understand it, "shedim" is Arabic(?) For "demon". While the game rules might explicitly stat out the achetypical shedim, the game world doesn't really know how to distinguish one from any other bogeyman. If they, as a race, call themselves "shedim" it is merely because a powerful one was Arabic when we name-givers gave it a name. We don't really know anything about them, but the stuff we think we know comes from our own biases placed on them. If one of their species did something good, we would simply claim that it wasn't the same species, and then give it some other name.