I have not ever noticed it, and on her evo / bloomed ones I assumed it goes with the theme and is just and accessory
Granted I have stopped reading these stories and H scenes a long while a go, since the story is bottom of the barrel at best, absolute garbage at worst.
But since we have fox girls, cat girls a reindeer girl, and I think there is one legit doggy girl (not the pseudo doggo you might think of) an Oni girl is not that much surprising.

...haaah...I wish there was a monster girl centered game of this type.