Based on his skills seen in the flashbacks, I get the sense he's just playing along with the demands to give himself time to figure out who's behind this.
However, Iori and Momiji feel like largely unnecessary characters to me, to the point I barely remember their names. I think Momiji was made largely for one of the movies...? They were introduced post-950 at least, which Aoyama had to know is close to the end game and not a good time to introduce a character for an unnecessary love triangle plot. Here's hoping there's some big reveal about her grandfather the former prime minister or Iori's background that explains why they've stuck around in the story. Like maybe the thugs and that politician who died were connected to the Black Organization.