Either way even if Daemon who was supposed to be the main villain of this arc is finished which I doubt, another serious plot twist did occur with the clear pacifier as well, plus if it is over Enma is gone, and still no sign of Byakuran. Not to mention what exactly is gonna happen to the people that were taken by the Vindice.
I wouldnt mind seeing an Impel Down kind of arc in KHR.
Compared to Mukuro's actual possession of Tsuna's friends and Genkishi's illusion-connected-to-your-friends thing, Daemon Spade's illusions really had no consequences so it wasn't really dangerous.