User blog comment:B214/Volume 22 spoilers/@comment-82.48.158.172-20161109231053/@comment-1359322-20161113004722

At this point there's nothing hinting that Bennia wants to leave Sona's side though, Bennia is sticking with Sona for the Azazel Cup after all.

And i personally prefer it this way too. Issei's team is already bland due to it being consisting of Rias' Pieces. The last thing it needs is to be another servant from another team. If Bennia really joins Issei's team, Issei might as well change his team name from Team Issei to Team i'm just filling my peerage with Pieces from my friends.