Jinn is sort of an umbrella category that includes “unseen” beings, aside from God, so angels, Satan, and the People of the Fire. Human souls are often classified as variants of jinn because they are hidden within our mortal bodies. The People of the Fire in Islam are a race created from smokeless fire before man was created from the dust. They are hidden from our awareness and there are some differences, but they are considered to have mortal souls in need of God’s mercy just like us, and we believe that there are Muslims and non-Muslims among them as with humans. The Prophet (peace be upon him) was sent to preach the message to the People of the Fire as well as us. Jinn who have chosen to follow Satan are the equivalent of demons, basically.
So, when the sheikh is asking whether the jinn is a Muslim, that’s what he’s getting at. In many Islamic cultures, it’s believed that witchcraft drives People of the Fire mad and causes them to spiritually possess people or that a person who practices witchcraft can entrap them and send them to torment someone. Satanic Jinn may also choose to consort with magicians or simply possess people of their own desire to do so.
So, the sheikh is reminding the jinn that knows it will stand before Allah at the last day and will have to answer truthfully for its deeds and so the jinn had better go without hurting the girl for the sake of its own soul.