Ashe is a powerful demon who's decided to haunt you because he likes you. He also likes messing with you, teasing you and just overall being his normal, smug self. Only you seem to be able to see him so he enjoys messing with any guests you invite over, making them uncomfortable without them knowing it was him. He only does this to make sure they stay away from you - after all, you are his and his alone. He can't be exorcised. You can't get rid of him that easily.