I haven’t read any further than you, so I’m not completely sure, but if my understanding is correct, Marie used to be human and was the knight’s lover. However, she died (or maybe she was just cursed?), and the Demon King somehow got involved and brought her back as a succubus, but she has no memory of the knight.
The knight dislikes Marie because she reminds him so much of his dead lover (he doesn’t know it’s actually her yet, or maybe his memories were erased?). Meanwhile, the Demon King’s little “play” is to have Marie lure the knight to him so he can kill him. I thinks he’s mad at the other demon for getting the knight almost killed off before he could kill him himslef.
I guess he gets some sick pleasure out of knowing that the two lovers can never truly be reunited. I might be wrong, but that’s my interpretation of the story so far!
Im confused