I had to lookup Wikipedia to answer your first question. For the first question, i'll also explore some meanings of "asura" in Hinduism.
Asur people living primarily in the Indian state of Jharkhand claim to have descended from the ancient Asuras. Many Asurs believe the Mahishasura was their ancestor, and mourn during the Durga Puja period for what they see as the unjust butchering of their ancestor.
I've already shared that in early Vedic literature the good Asuras are called Adityas, while the malevolent ones are called Danavas. So if you want you can lookup where the early Vedic Adityas & Danavas are now. In Rig Veda, Indra is described as asura. Indra lives in heaven as its king.
In Bhagavad Gita, Krishna describes the beings with asura qualities. Bhagavad Gita chapter 16: https://asitis.com/16
verses 4 to 18. You can read these verses. Humans with these qualities are living amongst us. In this Gita chapter, Prabhupada has translated asura qualities as demonic qualities.
In Vishnu Purana and Brahmanda Purana, daityas came to be known as asuras because they rejected Varuni, the goddess of sura "wine", while the devas accepted her and came to be known as suras. Daityas are a clan or race of Asura. I don't know whether the initial daityas or their descendants are still alive.
A much-studied hymn of the Rig Veda states Devav asura (Asuras who have become Devas), and contrasts it with Asura adevah (Asuras who are not Devas). "Asuras who remain Asura" share the character of powerful beings obsessed with their craving for ill-gotten Soma, and for wealth, ego, anger, unprincipled nature, force, and violence. Further, in Hindu mythology, when they lose, miss, or don't get what they want (because they were distracted by their cravings) the "Asuras who remain Asuras" question, challenge, and attack the "Asuras who became Devas" to loot or extract a portion of what the Devas have and the Asuras don't. I don't know whether & where they are still alive.
Some stories of asuras and devas may be symbolic depictions of tendencies within our selves. Explanation: https://en.wikipedia.org/wiki/Asura#Symbolism
About "gain religious benefit":
When we think of stories of Krishna then we automatically think of Krishna. Thinking about Krishna/God is beneficial. Krishna said "Always think of Me". When someone asked Neem Karoli Baba that what's the best service that person can do, Baba replied "The best service you can do is to keep your thoughts on God. Keep God in mind every minute.". Thinking about stories of God helps with that.
Another benefit of reading story scriptures is what you've explained on my thread "Strategies to think of God" ( https://www.spiritualforums.com/vb/s...19&postcount=7
). Thanks for that.
Another benefit is what the stories themselves claim. E.g. In the story where Krishna blesses Sudama ( https://vedabase.io/en/library/sb/10/81/
), in the last verse of this chapter it's claimed "Anyone who hears this account of the Supreme Lord’s kindness to brāhmaṇas will come to develop love for the Lord and thus become freed from the bondage of material work.". E.g. 2. In the Krishna's rasa dance story ( https://vedabase.io/en/library/sb/10/33/
), in the last verse it's claimed "Anyone who faithfully hears or describes the Lord’s playful affairs with the young gopīs of Vṛndāvana will attain the Lord’s pure devotional service. Thus he will quickly become sober and conquer lust, the disease of the heart.".
I know this thread is about Kali, but i answered this question in reference to Krishna because that's what i know.