Here’s what some of the Early Church Fathers say about it (diafrica.org/kenny/CDtexts/CAMatthew.htm#8):
Remig.: They did not ask to be sent into men, because they saw Him by whose excellence they were tortured existing in human shape. Nor did they ask to be sent into sheep, because sheep are by God’s institution clean animals, and were then offered in the temple of God. But they requested to be sent into the swine rather than into any of the other unclean animals, because this is of all animals the most unclean; whence also it has its name ‘porcus,’ as being ‘spurens,’ filthy, and delighting in filthiness; and daemons also delight in the filthiness of sin. They did not pray that they might be sent into the air, because of their eager desire of hurting [p. 328] men.
“And he saith unto them, Go.”
Chrys.: Jesus did not say this, as though persuaded by the daemons, but with many designs therein. One, that He might shew the mighty power to hurt of these daemons, who were in possession of the two men; another, that all might see that they had no power against the swine unless by His sufferance; thirdly, to shew that they would have done more grievous hurt to the men, had they not even in their calamities been aided by Divine Providence, for they hate men more than irrational animals. By this it is manifest that there is no man who is not supported by Divine Providence; and if all are not equally supported by it, neither after one manner, this is the highest characteristic of Providence, that it is extended to each man according to his need.
Besides the above-mentioned things, we learn also that He cares not only for the whole together, but for each one in particular; which one may see clearly in these daemoniacs, who would have been long before choked in the deep, had not Divine care preserved them. He also permitted them to go into the herd of swine, that they that dwelt in those parts might know His power. For where He was known to none, there He makes His miracles to shine forth, that He may bring them to a confession of His divinity.
Jerome: The Saviour bade them go, not as yielding to their request, but that by the death of the swine, an occasion of man’s salvation might be offered.
“But they went out, (to wit, out of the men,) and went into the swine; and, lo, the whole herd rushed violently headlong into the sea, and perished in the waters.”
Let Manichaeans blush; if the souls of men and of beasts be of one substance, and one origin, how should two thousand swine have perished for the sake of the salvation of two men?
Chrys.: The daemons destroyed the swine because they are ever striving to bring men into distress, and rejoice in destruction. The greatness of the loss also added to the fame of that which was done; for it was published by many persons; namely, by the men that were healed, by the owners of the swine, and by those that fed them; as it follows, “But they that fed them fled, and went into the town, and told all, and [p. 329] concerning them that had the daemons; and, behold, the whole town went out to meet Jesus.” But when they should have adored Him, and wondered at His excellent power, they cast Him from them, as it follows, “And when they saw him, they besought him that he would depart out of their coasts.”
Observe the clemency of Christ next in His excellent power; when those who had received favours from Him would drive Him away, He resisted not, but departed, and left those who thus pronounced themselves unworthy of His teaching, giving them as teachers those who had been delivered from the daemons, and the feeders of the swine.