User blog comment:B214/Question and Answers/@comment-68.194.254.6-20140112165829/@comment-16281343-20140112173216

There's no point for them to attend the school.

Rias attended the school because she wants to learn the culture in Japan and she wants to live a life where she is known as "Rias" not "princess Rias" or "Crimson-haired Ruin Princess".

Sona attended school so she can study about the school system in the human world since she has plans to build schools in the Underworld.

The other members of DxD doesn't have any reason to attend Kuoh Academy. If they want to have some bonding time with each other, they can do that in the Underworld or in Issei's house.