User blog comment:B214/Volume 23 discussion blog/@comment-28087053-20170318185110/@comment-31137559-20170318210241

It has nothing to do with her being a demon. We have to think of Grayfia's nature. She is strict, professional, caring, loyal, and devoted to Sirzechs. Her getting with Issei would basically ruin the hundreds of years her and Sirzechs have been together. Grayfia is not so weak as to find sexual comfort in another man just because her husband is going to be gone for a few thousand years. And she still has Issei(as a little brother), Rias, Millicas, Zeoticus, Venelana, and everyone else to help her out. Grayfia won't just throw away years of love for Sirzechs just because Issei is there. Now Issei will be there for her(like a good brother-in-law and she will be there for him(as a good sister-in-law) and they will remain close throughout the years. She does care for and love Issei as a little brother, but nothing else.