User blog comment:B214/Question and Answers 4/@comment-26216310-20150409072410/@comment-26209278-20150409115632

Well, Sirzechs could still get jealous of Issei, Millicas just wouldn't of known that he accidently caused it. And yea, evem Rias didn't know it was Sirzechs (which i find confusing, cuz even Issei realised. Not sure if she was just playing along or was just being dumb)