The effect is added when the fiend is summoned.
It is not cleansable, but some special heroes (like Guardian Chamelon) or the War Equaliser can remove this effect. Afterward the presence of the fiend is irrelevant unles you fire Neema again.
So this is working as expected.
All other minions / fiends who give some undispelable / uncleansable effect is working the same way.