Huh, so Judgement hasn't fallen long enough to count as a demon, it seems. Counting only her demon lifespan, she might be the 'youngest', for lack of a better phrase, of Hell's denizens (by which I mean she's spent the least time in Hell). Either that, or she's just tough enough that a weapon fit to fell Lucifer barely fazed her.

EDIT: Now I'm wondering what might happen if she shot Azazel...