User blog comment:B214/Question and Answers/@comment-24.2.168.254-20140102070939/@comment-1359322-20140102104449

The reason why Azazel warned Issei is because he is the one that will most likely attempt to touch Koneko in that state. Rias and the other girls don't have a reason to touch her in that state. Kiba and Gasper wouldn't touch her in that state. All that's left is Issei which i don't think needs any explaning.