They got more unhappy when you sent them away or outranged them because they like being with you. They also liked it when you touched them (Glyph of Mend Pet).
Only the Succubus doesn't have dialogue where they dislike you (of the ones that have dialogue).
Imp: "Do I have to?!" "*indistinct grumbling*...I wish...*indistinct grumbling*...wish you were DEAD."
VW: "Cannot resist." "Send me back!"
Felguard: "Do not waste my time, lesser creature." "I will enjoy watching you die." "Summon me again at your peril."