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Steve doesn't have parents, he has genetic donors who sold him to a demon before they'd even given birth. The demon didn't really care what Steve did and got someone else to raise him, a series of nanny's or something, in the ways humans need. There are occasional visits from the demon to teach Steve how to sound like he does have parents but also just to check on this boy they own.
Then Steve's in the Upside Down, attacked by bats and just as Nancy, Robin and Eddie come after him there's a roar confusing the creatures enough the attack backs off slightly, and Steve recognises it enough to let himself collapse.
His friends definitely would panic over that except there's some new definitely not Upside Down type monster attacking everything except them.
A demon's property has been damaged and revenge will be had... after they figure out why their human is laughing. “Fuck dude, You don't show up when Jonathan beats my head in or I'm fighting a demogorgan, or when a pack of demodogs were trying to kill me, or when I'm kidnapped, tortured and drugged by Russians, but a few bats attacking me has you rampaging? Guess I should point out everything here that's not us is part of a hive mind we think some guy might be controlling.”
“Why is everything you listed started by demo? Are you making fun of me, Steve? Demons are not something you want to joke about.”
“It's names from a game my friends play. Dorks and Dragons or something. They don't, or for these three at least didn't, know actual demons existed. How about you focus on getting revenge for my injuries and these guys tend my wounds then figure out how we get out of here?”
“I will get revenge on this Jonathan, and these Russians later too.”
“Eh, let Jonathan off. I was a jerk and he was already trying to deal with this place then too.”
“I will decide that later.”