Makima also explained her power as controlling people she deemed below her.
But she need to proof it by making them submit, or defeating them.
So, there seems to be a rule where she can't just subjectively brand someone as inferior to her.
That and Power had shown she can survive even against Makima using her followers.
Seeing Makima's surprised (and perhaps uneasy) reaction to Power just giving up Denji like that...
it probably doesn't count as actually having Power under her control. Power is still doing it under her free will, not total submission.
BTW, is it just me or parts of Blood Devil's design looks kind of like the Darkness Devil ? Especially how she's pointing and using the swords.
Are people really this afraid of blood?
It's also associated with life (and death when losing it).
Especially if it's your own blood, there's that "I'm gonna die" fear going.
Last scene's Pochita is just like... "Bruh, seriously?"
^^;;