User blog comment:B214/Volume 22 spoilers/@comment-82.48.158.172-20161109231053/@comment-10330822-20161113014432

Except we aren't really talking about if Bennia wanted to leave or not, we are talking about whether she could leave, if she wanted. As we've pointed out, Sona would logically let her go, if she wanted to go to Issei. So, case closed, Bennia, if she fell for Issei in the future, could go be his Knight.

Now, with that settled, we can move on to whether she would want to jump ship or not. If she does do it, I believe it would be further into the story.

We can to accept that Issei probably isn't filling out his peerage until the last few volumes.