User blog comment:B214/Question and Answers 6/@comment-12.188.116.56-20190410203459/@comment-5384276-20190410214643

Simple. In volume 5 Saji claims that his mother was shocked by him wanting to be a teacher.

“Hehehe. I kept the fact that I became a devil secret from my mother, but even so she cried when I told her about my future dream. [You, become a teacher!] She may have said that because it doesn’t suit me. But, it wasn’t bad, the relieved face of my mother.”

So that was Saji’s dream. It’s a different path from me. Since we’re the same [Pawns], I had thought we might be the same, but people really are respectively different after all. He has his own dream.

While DX4 claims that his parents are deceased.