He should have killed Esther. With the way she thinks, she is a threat to his daughter. She might think that Rin makes him weak and try to get rid of her. And it looks like she doesn't care if she gets killed by him out of anger after that, as long as he goes back to a heartless demon lord. Or she could also just betray him, thinking he is not worthy anymore, by taking the side of the Demon Lord of the East.