Although the brothers were praised in all their glory as incarcerations of sin, they could never hold a candle to MC. Of course, humans are dreadfully sinful creatures that preserve their sin in a twist of holiness. There are some characteristics that not even a demon could overlook. For wool, would need to be placed over all watching eyes insight.
Humans are stingy creatures that believe in the preservation of their race. In this ideology, it is a bias notion between "Dark creatures" and "Light creatures" that are written in stone. Light creatures are believed to be Angels, Fairies, nymphs, and at most Gods. Although the Gods have never followed the perfect holy scripture of the Bible, they are praised as magnificent and terrifying beings. To go against a God is to invite death into your home. As some would argue, Gods, fall within the line of a "Dark creature," these beings are the ones MC is most acquitted with. See, humans believe it is a miracle to lay with righteous light creatures, but a horrible fate to bed a creature of the dark. Preservation in the human race bends to accommodate the followers of purity.
This is the trouble they are facing. They have embodied the worst possibility of man; interspecies. Not to say this as an interspecies friendship, for it would be undermining the expense of the whole predicament. To make matters worse, they had advanced upon more than one brother.
Perhaps, they could look at it in a way that they wouldn't live forever. Mortals such as them have high mortality rates and are an easy kill. Except, even then they wouldn't be able to abandon the day of judgment. The day of judgment was in human legends the choice between heaven and hell. Considering, the angels of the Celestial Realm already stated they would greet MC there when it was time, the legends perhaps was true. There was a minimum percent they would enter at those gates and pass-through for the life they've lived.
MC couldn't fully tell you their background. After arriving in the Devildom, their past life seemed like a blur. They adapted so quickly to this new place they didn't have a chance to think about back home. Did their friends question their absence? Has anyone noticed they were gone, yet? Surely, if they heard, they wouldn't welcome them back. No, there would be no celebration for their return; with or without this secret.
There would never be the right time to bring it up. Never a chance for confession for such an insane claim. Having a relationship with a demon? Could they even call it a relationship? Perhaps, it was more of an affair? The town may as well banish them or lock them away. Alright, banishment may not be the best choice, but the town would most likely lock them away. Only the statement of a being with psychological problems would make a claim of this nature. Then, what would they do? The brothers would be in a tizzy about not gaining contact with them after so long. They couldn't have confused demons with their extreme brashness wandering the streets.
So, they can only keep this quiet. This wasn't puppy love as Diavolo or anyone else thought. MC couldn't take this risk of being separated or condoned by the brothers themselves. After all, it won't hurt anyone if nobody else, but them knows.
