Demons and Gremlins? Pfah! Please allow science to explain…
This phenomenon can largely be explained by the quantum fluctuations that take place within your dryer. As your socks tumble dry the reaction, primarily but not solely, between the dryer sheets, the electrical capacitance of the socks, and the dryer itself interact at the quantum level. When the conditions in the environment surpass a certain limit (defined uniquely for each space at each specific point in time), the interaction builds with increasing exponential force causing the atoms within the most susceptible socks – which are rarely of the same pair due to differing state vectors described in Hilbert space – to enter simultaneous superposition. The effect of this state causes the sock occupy two distinct places in space at once. However this superposition is unable to be sustained and, due to the energetic nature of the dryer the “new” spacial coordinates of the sock are more stable and therefore become it’s single point of presence as it leaves the superposition state.
A similar theory using the same basic principals says that that the final position of the sock need not always reside in our common three dimensional space but rather in higher dimensional spaces currently beyond our ability to investigate. But I’ll leave that explanation to the string theorists.