Why is Heqet just a little fella, she's a little diva
I would say this comes down to two things:
her level
the meaning behind her race (聖獣, "holy/sacred beast")
Heqet is customarily low-level--like, extremely low level. In SMT4, she's level 3 (!). Her upper limits seem to be somewhere in the teens. So yeah, the games see her as a bit of a lightweight.
The Holy race itself is best understood in terms of its kanji. See, we may understand Heqet as a goddess, but if SMT wanted to stress that godly aspect of her, she might instead be in a race that contains the 神 kanji (for "god"). Most demons that are gods who are categorized into races containing the "god" kanji are also typically anthropomorphic. One example of this is the commonly Avatar (神獣) Anubis, who is human-proportioned but has an animal head. And, keeping things Egyptian, a contrast to Anubis is Thoth, a Deity (魔神)--and typically the lowest-level one, at that.
Thoth's appearance? He's kind of a little diva just like Heqet is. Fully animal, though, despite being a "god-kanji-er". Did Kaneko just always want him to be a baboon or does the level also have something to do with him being diminutive? I would bet the latter definitely has something to do with it. Without closer inspection the intended demon level might not seem like it matters and the meaning behind the Japanese race names perhaps appears to be little more than semantics/trivia, but together I think they really can explain why some demons appear the way they do and why they are in certain races.