His Mansion hasn't been that at all, but a cage he that trapped himself in. The only demon is himself, the only one holding him down is himself. By Perception, he's starting to realize the true paradox that he's in. He starts to suspect that his dad is one of the demons himself. By the end he starts to figure out that the strongest demon holds his mother's soul. He knows that he's stronger now, he's beginning to gain faith in himself, which already makes his demons weaker but he doesn't realize that yet, and it so he's still held down. In Therapy Session he begins learning more about his demons, while harnessing the tools he needs to confront them. He builds the Mansion for safety, knowing that he needs some time in a cocoon. He identifies his own power, but he still feels powerless to fight them. In Mansion, he begins building up his defenses and starts assessing the situation.
he knows he has to fight them, but has no idea how. He's got strong demons that keep him down. Then we get Mansion and Therapy Session Perception. Moments, and I'm free are the prequels that lead him to becoming NF.