What a twist turn of events.
Grace being praised and acknowledged turned full yandere (YIKES!) albeit it's probably due to the fact Amaris seemed to be getting too close to Zero.
She did grow confident, enough to step up to her sister and father, but Zero did most of planning during the subjugation and importantly being less noticeable with flashy royal carriage, which almost cost their lives back in the end. Zero would hinder her growth if he would stick with her.
Amaris toned down too and grow a bit of liking to Zero, all to Grace jealousy outburst, think her being left unchecked by mc might actually not be reasonable but we shall see.
Lilly being more affectionate to Zero was so heart warming, they departed with a cheeky nickname they called each other but it had a good tone.
Spirit Liberation Troop isn't that two-dimensional, we can clearly see the dependency of humans on spirit magic up to the point they don't know how to start the fire or get clean water and might be the reason why the world is stuck in middle-age theme. Just a thought.
There's two suspects that may be a spy in the royal palace, one being the Captain Gomillas and... Lilly. Lilly may progressed, we know she seems caring to Zero and Grace, but his presence greatly hindered Spirit Liberation Troop behind the scenes progress. Allowing Zero to leave would be beneficial as there's no one that may snoop around.
Zero should at least leave a note explaining his thoughts to Grace, simply leaving without a word or leaving a vague note (Mushoku Tensei) can cause a lot of damage.
Finally, it's a rare instance for mc, leaving his "harem" to see world without restraint.