User blog comment:B214/Question and Answers 2/@comment-24098614-20140530015246/@comment-9339850-20140530025041

Who cares on why he is; he just is, nuff said.

But if there was an actual reason maybe it was back from when the two Maou factions were fighting, and Grayfia was one of the best devils on their side, and just looked up to her