I have asked them same question to another Singh and he has given a great response which I would like to share with the rest of the sangat.
Actually ਸੁਰਗਾਮੀ is an abbreviation of ਸਵਰਗਗਾਮੀ meaning ones who are headed to the heavens.
If we separate ਸੁਰਗਾਮੀ into ਸੁਰ ਗਾਮੀ then ਸੁਰ would mean an Angel or Devta, not a demon.
Also there is absolutely nothing wrong with the demons going to ਸਵਰਗ (ਸੁਰ), in fact that’s the whole basis of how this Ballad of Chandi starts:
Remember, Inder was the ruler of heaven known as Inderpuri, and he was kicked out of it by the demons, and Mehkhasur and others took over his heaven. That is why he ran to Durga for help. The Vaar is about this battle between those powerful demons who challenged and took over Inderpuri heaven.
You should not confuse the word heaven with the Sikh concept of “Sachkhand”, heavens are temporarily and given to many Devi Devtasd and prophets, they are eventually destroyed and re-created, only SachKhand is Eternal because it is a abode of Sri Akal Purakh Sahib.
There are countless heavens in the universe for all different faiths and practices, Inderpuri, Shivpuri, etc., but they are all temporary. So it is not a big deal for disciplined warriors (good or bad) to go to those places.
ਸਾਧੂ ਸਤਿਜੁਗ ਬੀਤਿਆ ਅਧਸੀਲੀ ਤ੍ਰੇਤਾ ਆਇਆ। ਨਚੀ ਕਲਿ ਸਰੋਸਰੀ ਕਲਿ ਨਾਰਦ ਡਉਰੂ ਵਾਇਆ।
ਅਭਿਮਾਨ ਉਤਾਰਨ ਦਿਉਤਿਆ ਮਹਿਖਾਸੁਰ ਸੁੰਭ ਉਪਾਇਆ। ਜੀਤ ਲਏ ਤਿਨਿ ਦੇਵਤੇ ਤਿਹੁ ਲੋਕੀ ਰਾਜੁ ਕਮਾਇਆ। (the Demons began to rule the three worlds, including heavens)
ਵਡਾ ਬੀਰ ਅਖਾਇ ਕੈ ਸਿਰ ਉਪਰਿ ਛਤ੍ਰ ਫਿਰਾਇਆ। ਦਿਤਾ ਇੰਦ੍ਰ ਨਿਕਾਲ ਕੇ ਤਿਨਿ ਗਿਰ ਕੈਲਾਸੁ ਤਕਾਇਆ। (Inder kicked out of heaven by Demons)
ਡਰ ਕੈ ਹਥੋਂ ਦਾਨਵੀ ਦਿਲ ਅੰਦਰਿ ਤ੍ਰਾਸ ਵਧਾਇਆ। ਪਾਸ ਦੁਰਗਾ ਦੇ ਇੰਦ੍ਰੁ ਆਇਆ। ੩।
ਇਕ ਦਿਹਾੜੈ ਆਈ ਨ੍ਹਾਵਣ ਦੁਰਗ ਸਾਹ। ਇੰਦ ਬ੍ਰਿਥਾ ਸੁਣਾਈ ਆਪਣੇ ਹਾਲ ਦੀ। ਛੀਨਿ ਲਈ ਠਕੁਰਾਈ ਸਾਤੇ ਦਾਨਵੀ। ਲੋਕੀ ਤਿਹੀ ਫਿਰਾਈ ਦੋਹੀ ਆਪਣੀ।
ਬੈਠੇ ਵਾਇ ਵਧਾਈ ਤੇ ਅਮਰਾਵਤੀ। ਦਿਤੇ ਦੇਵ ਭਜਾਈ ਸਭਨਾ ਰਾਕਸਾ। ਕਿਨੈ ਨ ਜਿਤਿਆ ਜਾਈ ਮਹਿਖੈ ਦੈਤ ਨੂੰ। ਤੇਰੀ ਸਾਮ ਤਕਾਈ ਦੇਵੀ ਦੁਰਗਸਾਹ। ੪।
The deamons have created havoc in the three worlds, they are ruling Amtravtee (heaven- Inderpuri) and rejoicing, the Demons have kicked out all the Devtas from the heaven.
(Amtravtee = Heaven)
Also, even Ram took his entire domain to heaven : ਸੁਰਗਬਾਸ ਰਘੁਬਰ ਕਰਾ ਸਗਰੀ ਪੁਰੀ ਸਮੇਤ॥੧॥ (Although pro-Kala-Afghani don't agree with this.)
I think it has to do with something deeper than just good and bad, it is about a warrior who is ready to face death. Someone who is ready to face death (KAAL) is often described as a person who has de-attached himself from the word and no longer fears anything.
Bhai Bidhi Chand was a robber (daku) he openly robbed people, but was very brave and determined. He would risk his life to rob people. Although this was bad, Guru Hargobind Sahib Ji saw his brave quality of not fearing death and converted him into great Sikh. If he was a coward or a thief then he would have most likely never met Guru Sahib and blessed by Him. Such is His Drama.
I think there is a distinction between a warrior who fights a battle for a cause (good or bad) versus someone who does not fight at all, or someone who has not stance on anything, or someone who back-stabs or cheats or swindles others. Those who do not fight for anything are usually those who fear something or someone.
But those rebels or warriors who risk their lives and face ultimate death KAAL , are given respect in this world and the next. So in Sri Dasam Granth Guru Sahib is simply invoking different "battle scene" and the actors inside it who made that decision to battle for a cause. Be it Chandi vs. Mehkhasur, Krishan vs. Kans, or Ram vs. Raavan.
In Chandi-di-Vaar, whether it be the Demons or Durga, they are both praised as great fighters who are fighting and risking their lives for a cause. Hence, ਰਾਖਸ ਵਡੇ ਅਲਾਮੀ ਭਜ ਨ ਜਾਣਦੇ ॥ That is great praise of the demons' bravery and determination, and the same for the Devi : ਸਦ ਰਹਮਤ ਤੇਰੇ ਵਾਰ ਕਉ ॥
A warrior who fights face to face in battle has always been given respect in every culture, so why should not they get respect in the next world? Especially someone who has accepted Death as reality.
True, those battles they can not be compared to the battles of a Khalsa Warrior who only fights for Truth and Justice, but non the less they are fighting for something. They are not running away from the battle.
It is all Akal Purakh's wonderous drama (Bachittar Natak)!