The princess is a selfish brat, but I kinda feel bad about her. I mean, losing romanticaly to a girl who only knows about asexual reproduction has to sting.
On a different note, as everyone expects I think the threat is made up so the Princess can have Leon. Additionally though, I think Jelly is going to catch an actual culprit and turn it into the truth and resolve things that way while being totally clueless about humans still.