@givemersspls setsuna does have genuine feelings but she's still mc's slave and he knows her true name so that's an important factor to keep in mind. Iblis on the other hand will fall in love with him because of what he does for her (even if he does it only to get her to fall in love with him).
Also, the fact of the matter is, as kaarme mentioned, that mc has changed a lot already. True, perhaps she might not have been killed in the previous life from this situation but she might have been severely injured or perhaps mc's other actions had an influence that changed an event for her in this timeline so she ended up drifting to this spot by coincidence. I think there might have been mention in the LN of something he did causing her guards to get injured or die early but I don't remember at the moment. Whatever the case, mc now has her in his group and what he does now will change a lot with the aim that 1) ibris will achieve demon lord position like before BUT this time it will be because of mc and 2) she won't die by the heroes hands.