User blog comment:SpookyBoogie27/Light Novel Spoilers/@comment-50.11.177.49-20130201032759/@comment-33447191-20130201043009

Well it's only a theory but I'm guessing that since they were both from the House of Lucifuge, otherwise known as  a family of Pure-Blooded Devils  from the Extra Demons whose family served under the original Lucifer, so by that logic,  Grayfia was originally from the Old Satan Faction that opposed the Anti-Satan Faction. Sirzechs Lucifer was the  ace of the Anti-Satan Faction alongside Ajuka and was even called a Hero. However, the two fell deeply in love so much that t heir romance became a well-known romantic story among the young Devils and was even made into a movie. The two of them married each other after the end of the conflict between the Old Satan Faction and the Anti Satan Faction, eventually giving birth to a son who you know as Millicas Gremory. Needless to say, Euclid Lucifuge was pissed off that his own sister of his own blood would marry that "fraud of a Lucifer", and adding insult to injury, leave their side and have a child with him. I'm guessing afterwards he joined the  Old Satan Faction of Khaos Brigade and is now plotting his revenge.