Cain dreamt of being saved by her older brother, but ended up attacking him instead. So, how's it feel to fight the one person in the world you consider family? Lloyd read her like a book and broke her will to fight just by taking her attacks head on.
The girls missed the chance to beat the king while Lloyd was tanking Cain's attacks, but I suppose it all happened too quickly anyway. So the megalomaniac still has cards up his sleeves. I look forward to seeing those "trump cards" fail.
Also a reminder that the king still has a means to kill Cain, so unless they take him out for good we can't even guarantee she is staying as that quirky aunt in the family.