Jennie Stuart Medical Center is also asking their employees to refrain from wearing political, religious, ethnic and gender based Halloween costumes,
Would the Devil be considered religious? If you dressed as a cat, would that remind people of the Egyptian goddess Bastet? If an LSU fan shows up as a tiger, how is that not Devi, Hindi god dressed in a tiger skin. Tide fans dressed up like an elephant could remind some people of Ganesh.
To avoid gender based costumes, you could dress up as something asexual like a flatworm. However, some might think you're going for a giant penis look which totally negates your non-sex motivation.
Vampires generally show sexual oppression over female victims. Who's ever heard of a female werewolf? In this case, I think it would be allowable for a female to dress as a werewolf to break through sexual barriers unless someone perceives her as dressing up like Anubis, the Egyptian dog god which would violate the religious qualifier.
Best to just not dress up.