So, it wasn't all an allegory for orphans? That the princess was taken from her family for one reason or another, with her talking imaginary friend (sword is actually a teddybear, etc), and the "evil hellhoard" aren't the orphanage staff trying to psychologically heal her, challenging her to games that if they best her, she has to open up about herself?
Edit: I guess it still could be Child Protective Services, that after shes opened up about her whole life, they've realized her life wasn't as abusive as we were first lead to believe? (Her family was always described as super strict at the beginning, that only the butler pampered her, and most indulgences she had were things she sneakily did herself)