It seems like a big jump because we’ve only had the perspective of Henri, who at this point is a lower-level grunt. In real life, it’s common for top-secret operations to be heavily compartmentalized. You could have an engineer working on a particular paint composition for years—decades even—within a shell company whose stated purpose is to make better microwaves, when the real reason is that the U.S. government plans to use that paint on its latest fighter jet.
Henri was told his job was to observe. That was likely a lie. In reality, Henri falling in love was not only a possible contingency, but perhaps even the preferred outcome. The Chief likely has a ton of questions he wants answered: Could human blood be used as a drug to make soldiers stronger, weaker, or unstable? How strong is half-human, half-demon blood? Is it stronger or weaker—and by how much? What is the pain tolerance of humans compared to half-human, half-demon hybrids?
There are so many questions, none of which would be shared with grunts—or even with the people those grunts report to. Likely, only the Chief and perhaps a stand-in Demon King know (if even that). The Chief may gone rougue like intelligence agencies (e.g., CIA).