@K707 Aside from the fact that he was her subordinate when she was in her other body, in the early chapters he's with her fiance when they take her to a bar on the outskirts of town. It's also possible that Cain was the one that killed her fiance which she took the blame for and got sent to prison and had to stand trial.
Edit: However, I still kinda like Cain. I mean he assumed that her family made a deal/contract with the Demon Lord so in a way the whole family is "evil" annnnd he did kill the asshole of a fiance(I think) so that's a plus!