Mazo (Demon World Miasma)

The Demon World's Miasma
As described in Chapter 10 of the Blood Lad manga, there is a miasma located in the atmosphere of the demon world. This miasma is where all magical abilites are obtained from. By absorbing it into the body, demons are able to gain their power. This means that one demon cannot obtain the same powers as another magical demon.

Fuyumi Yanagi is the exception to this, due to her being a ghost who can potentially obtain various kinds of magic.