The Truth of the Matter

As they walked toward the Palace door, Katarina told him the most fantastical story

It turns out when Balfor Q'un arrived at the Seresian world he was immediately attacked the moment he returns. 

The plan that Balfor Q'un had come up with was to extort the Ten rings by using her. And then after he gets the ten rings, Balfor had planned to go back to Earth Prime and take over the All Source.

Azief ask her how did she knows that is the plan of the Demon King

And Katarina simply said that the Demon King could not help but told him his plan like some kind of a B rate villains

It seems like Katarina is pretty relaxed when talking about the Demon King. 

Like Azief Katarina also went through that tunnel-like area. It is in there that she tried to dig out the information out about the Demon King objective.

The Demon King must have thought that it would not be possible for her to escape so he did not mind telling some worthless humans his plan.