The stuff Coyote mentioned to Ryner naturally got passed on to Ferris and so Ferris is naturally wary of Mal, even though Mal hasn't... done anything. Sion could be a positive influence on Mal's side and the other knights (oddly enough including Sword) have been fairly chill. So she thinks Sion should exercise caution (which he usually doesn't) but she's otherwise FINE with it because now she can totally reap the benefits of him being a knight.

Update on Ferris and Asch?