We don't know what happened to her exactly, we don't know if she was actually killed, what was her actual role in Demon Realm and what is she thinking. And we don't even know if Maou actually upset about Demon realm destruction. All we know is Jahy's words that realm was destroyed and Maou disappeared or something like this. And this chapter showed us that Jahy isn't aware of Maou desires or motives. So it could be the both: maybe she lost her memories or maybe she doesn't actually hold any grudge against MG herself.In normal circumstands, Maou should be, at least, annoyed or have a fear for what happened to her