She's the only female in his life who's somewhat similar in age (if you squint hard enough) but doesn't bring with her the potential for romantic complications. And neither harbors any illusions about the realities of the business. It's a comfortable place for him to inhabit.
Yeah Ai has a grudge, and wants revenge. I'm thinking Ai found out about Their father hobby of being a serial killer. Their father may have killed one of Ai's friends, and she found out, but hid the fact that she knew what he was. Only after the fact of course.