Your Maria, his adopted mother..

After the fight with Manbearpig, Satan ended up losing and passing away, Damien witnessed it. And he's pretty traumatised from it... he knew no one else could take care of him so he was sent to earth to an adoption. Surprisingly after a while a woman named Maria picked him.

They were walking home right now, Damien turned to her with a confused look.

"Why did you pick me?"