User blog comment:B214/General Discussion/@comment-24098614-20170401200954/@comment-26821288-20170401202631

Both are Devils --> Both will get much more damage when it's Holy.

Issei has a body of a Dragon AND hosts BG --> Issei will get extra damage from Dragon Slayers. And while Vali's body isn't that of a Dragon, he DOES host DD, so the same applies to him.