So does he think she's still on his side after what he did to her nanny or something?
As far as rezef knows cayena is unaware that he ordered the hit, so he may believe that she'll use her chancellor powers to aid him, since she's taken great pains to not fall out with him just yet.
Also, I really hope this isn't gonna be one of those "I hate the way he treats me and ignores what I say, but I still think he's hot so it's ok" kind of romance, raphael literally ignored you when you said 'no' and pinned you against multiple pieces of furniture, spouting some possessive nonsense about 'always being next to you, even if you don't want me to' and 'do whatever you want to me, and I'll do whatever I want'. Girl, have some standards, please, it's not too late to have an affair or two once you become Empress