There is no rule that makes demons immune to becoming Possessed by ephemeral beings.
Ironically, yes, a demon could also even be possessed by an angel, technically.
An ephemeral being using the Possess Manifestation only requires the target to have the Open Condition. For spirits, this means first having the prerequisite Resonant Condition. If that involves a specific emotion, so be it, because demons feel emotions just as keenly as everyone else. Hell, emotion is almost inevitably involved in what caused their Fall in the first place.
Demons are really good at lying: Very true. Demons are
masterful liars, the consequence of being an inhuman machine-
creature wearing a human body. Demons feel emotions — they
feel them just as deeply as humans — and can express themselves
by angry shout or tender whisper, but the disconnection
between what a demon thinks and his human body means that
they don’t show involuntary signs of emotion. Every demon
has an iron-clad poker face and magical attempts to sense their
emotions usually fail.
The fact that demons feel emotions, even as they hide them from mundane observation, is repeatedly alluded to throughout the book -- even still-enslaved angels have them, to some degree.
For good or ill, angels don’t experience emotion in their
bodies. Everything is intellectual for them. A hunter angel
might feel contempt for the demons he is sent to destroy, but
he doesn’t hate them, not with the bone-deep, venomous hatred
that humans are capable of. His hate exists purely in his mind,
a pseudo-emotional circuit placed there by the God-Machine to
ensure that the angel completes its mission.
When an angel Falls, the barriers of emotional objectivity
falls with it. A demon is fully embodied in the world. She
feels her emotions as fully and viscerally as any human being
(though they don’t necessarily express them normally — see
p. 44 for details). This comes as a shock to most demons, but
they usually adapt quickly. Not all demons Fall because their
non-physical emotive thoughts were enough to overcome their
programming, but it’s a sufficiently popular motivation that
demons are generally friendly to the idea of passion.
Torn from the God-Machine’s control, a Falling angel
experiences a tumult of new emotions and thoughts, its
previously clear mind wrecked by an explosion of sensation.
For a terrifying instant it doesn’t exist — it isn’t part of the
God-Machine any more and the universe has no place for it —
but the remains of its protective Infrastructure wrap around it
and reality warps to accommodate the newcomer.
anyone who can see into the Shadow might notice
the spirits of passion who are drawn to a demon’s newfound intense emotions.
They feel emotions as deeply as any
human. What they don’t do, however, is express these emotions
unconsciously. A demon might lash out in anger, but no one
around her will see it coming. Her interpersonal self-control is
perfect.
For
example, if a human psychic tries to read a demon’s aura, the
demon can spoof the psychic’s ability to detect that she isn’t
human, but not his ability to read her emotional state. She
might, however, get a contested roll against the power.