It is already going hard on the typical harem tropes, huh...
Even if it wasn't a misunderstanding and the MC had actually slept with the demon girl, the knight girl has 0 reason to get, much less to get violent. She knows him for 2-3 days, she isn't his girlfriend, she isn't nothing.
Despite being raised in confinement and never met anyone outside her immediate family, the demon girl seems to be the one with most common sense and human-like reactions