We humans go astray, commit sins, disbelieve and disobey Allah mainly because we do not believe in Allah, or do not believe in Allah enough. Imagine if one knows Allah exists and have experienced the unseen, he won't disobey Allah because he knows fire will be his fate if he does so.
Iblees was in heaven living with the angels, He was commanded by Allah to bow and defied Allah and took an oath to Allah that he will misguide every human. But why would he do that, knowing that Allah exists and he will be sent to the fire at Day of Judgement for these? Isn't it obviously stupid to do such a thing when he knows clearly his fate?
Same applies to the shaytaans, they are the jinns and they see us humans. They know the unseen and they can confirm the Quran way better than us. They probably should know that Allah exists, rather than us humans who believe Allah exists. Taking that knowledge into consideration, why would a jinn still defy his lord when it is clear to him his fate for doing so?