Because to their knowledge, nobody had ever resisted the temptation of a fallen. Harry being who he is was just stubborn enough to resist the call of the fallen. To the church's knowledge, harry is the first to resist the temptation. Though had Harry not had the wonderful conversation about how Lasciell's shadow was composed of Harry's fungible material it is uncertain if she would have changed... she resisted right up to the end.
So did he, he can thank Butters for telling him that Sheila wasn't there. That is when Harry realized that Lasciel's shadow was in his head, and most likely because he is a star born, he has the brain chemistry that can both fight her influence and use her talents at the same time, ultimately causing her to fall in love with him. Unless Marcone is also star born, I doubt this is the case. Marcone is powerful enough in his own right as a vanilla human mob boss for Namshiel to take full advantage of, and Marcone gets all the supernatural power he has long lusted for in others, not since Nic and Andriel has there been a more perfect partnership between host and Fallen.