Feels like that axe spirit is hunting bad spirits, wouldnt be too surprising author likes these tropes where the suspicious looking characters turn out to be good.
Lol, I have a feeling this will be a Chekhov's gun in future chapter. Just wait until Axe-kun protects Mio from some murdering insanely evil spirits in the future (or Mio exploiting him by luring evils spirit to the train lmao).