Until I see the punishment, I'm gonna imagine Helvi showing up, seeing them already tied up in hooooorrrrny outfits, saying
"Uh.... youre making this weird.... Im just gonna.... go..."
and leaving
It's the phrasing, the phrasing, combined with context being muddled. She said the horse has a little bit of her in it, IMMEDIATELY after Maou-sama said "So my horse had sex."
I would really like to see the two mercenaries finding out he's married, and then begging Helvi to tell them how to attract boys like him, and trying to rope her into their "Same fetish? SAME FETISH!" party