As soon as they mentioned the pure of heart thing, I figured either the Hell Lord or Maomao will end up catching him. Our princess, unfortunately, has succumbed to the sin of gluttony.
The longer this manga goes on, and the more I see of stuff like this in particular... the more convinced I become that there's no actual human-demon conflict and the Princess' "captivity" is just some sort of convoluted cultural exchange program.