Every member of the group were a little crazy, but clearly Kyou helped to increase their insanity, at the end everyone was test subjects of Kyou. But they still deserved to be tortured and killed after all they done XD.
Probably the girl was the first person who showed genuine affection to Yuuga, and he, in his madness and afraid of losing the only person who showed affection to him, just wanted her for him...