User blog comment:B214/Volume 23 discussion blog/@comment-2208155-20170319171250/@comment-10330822-20170319192105

Its kind of implied. One, because Maou can't have harems, and Issei has hordes of children, so unless they changed the rule, he can't be a Maou. Two, he is referred by his full name as Gremory Hyoudou Issei, or Issei Gremory. If he was a Maou, logically his last name would be something like Asmodeus, Leviathan, Lucifer, etc.

Still, there is a real chance he is a Great King or something, which have more power socially than even the Maou. Rias gave her title of Duke to Millicas, meaning there's a chance that Issei, and thus Rias, was promoted to a higher title. As Zekram said the Great Kings of the pillars have more respect and behind-the-scenes authority than the Maou do, because bloodlines are all devils care about.

Of course, its becoming obvious that they are pushing a non-pureblood agenda among the Maou today, so that may change by the time EX roles around.