He did tell us to do that, remember. No one can tell you why either. Demons work on legal grounds most of the time. If you were in the occult at one time, this would be legal grounds. You can command them to leave all day, but they don't have to until the occult is renounced by the person.
Most demons come out immediately.
We spent four hours one time on ONE demon before IT left. Sometimes the demons will not leave until you find out what their legal grounds are. It takes persistent Spiritual Warfare to cast OUT some demons. You can't fake out a demon, and especially don't want to mess with them if there is any fear in you. Fear is a demon, by the way.