While it is true that Muzan loves being an immortal demon, he does recognize that it has some major drawbacks. First and foremost, of course, is his weakness to sunlight. However, there's a second, more subtle weakness that comes with demonhood. It is much harder for Muzan to blend into society if he is always alone. If people found out he was a demon, no amount of shapeshifting or immortality could protect him from being hunted by a society as large as Japan. Having a wife and kid not only increases his social standing, making it easier for him to retain his cover as a human, but also allows him to draw on the resources of others.
However, this explanation is mostly speculation. In truth, Muzan's family does not appear very often in "Demon Slayer" at all. Like many of the humans Muzan has used, abused, and killed over his 1,000 years, his family is swept away as easily as they are introduced. Using his family as a cover is simply the best estimation fans could come up with based on Muzan's personality and some extraneous material (via Reddit).
The main justification for this explanation, however, is that there's really not a better one. What else would Muzan gain from a human family? He certainly doesn't need their love and affection. After all, the family we see him act so kindly toward in Episode 8 isn't even his first family.
