I wouldn't go to another signing event either if I was Nao. She probably saw the stuff on social media, some of them were getting pretty violent and threatening. Now we finally get to see more about the girl Aiko thought was Shion, and she'll probably be what reveals to Aiko that Mao is her goddess. Honestly she's worrying too much about it. If Aiko likes her as much as she seems to, then she probably wouldn't be that disappointed or disenchanted when she learns the truth.