Why are so many natural formations called "Devil's *****"

I agree, I was referring to something more akin to Dr. Drake’s comment above. There are also rockart ‘Angels’ out here and the canyon’s that contain them are named accordingly. I’m merely pointing out that our less educated pioneers must have gotten a bit of a start when they first came upon them. In the same way that a bit of rock art in the shape of Christ on the Cross would have caused a larger reaction than say, one depicting a sheep. I doubt very much as well that any of the early settlers actually thought that ‘Dust Devils’ were actually sent from the abode of the damned.

Devil’s Golf Course

The Devil’s Dyke

A ravine in the South Downs, Brighton. The legend is, that St. Cuthman, walking on the downs, prided himself on having Christianised the surrounding country, and having built a nunnery where the dyke-house now stands. Presently the Devil appeared and told him all his labour was in vain, for he would swamp the whole country before morning. St. Cuthman went to the nunnery and told the abbess to keep the sisters in prayer till after midnight, and then illuminate the windows. The Devil came at sunset with mattock and spade, and began cutting a dyke into the sea, but was seized with rheumatic pains all over his body. He flung down his mattock and spade, and the cocks, mistaking the illuminated windows for sunrise, began to crow; whereupon the Devil fled in alarm, leaving his work not half done. Brewer’s Dictionary of Phrase & Fable

Devil’s Punchbowl in Surrey is named from an apparent mixture of Christian and Norse mythology. Local legend has it that The Devil and Thor both lived nearby - the Devil in a place called Devil’s Jumps (where there are three small hills) and Thor in a place now named Thursley (‘Thor’s lie’ = Thor’s resting place).
The Devil jumped from hill to hill, tormenting Thor, who retaliated with lightning, but eventually scooped up a handful of earth and hurled it at the Devil, leaving the depression that remains today.

I think this typifies the kind of legend behind such names - so to answer the OP, the Devil was prominent in mythology current to the naming of many places, and remarkable landscape features prompted the weaving of folk tales to explain their existence.

CA has one, too, a name used both for the geographic feature and the related section of Highway 1 infamously subject to landslides and closures:

A decades long argument about how to bypass the area has finally been settled by a decision to build a tunnel.