Yao Shen is silent for some time, digesting Xin Hulei's words.
On a purely rational level, he understands why it makes sense. Things have ballooned out of proportion now, it's no longer harmless fan speculation, it has reached the general public. Their relationship is being used as the reason to implicate them in a murder investigation.
Even if they're acting in the absolute best faith, the police will be forced to look into them, and Xin Hulei's non-existent records, if only to quell speculation and tell everyone: "There's nothing."
Yao Shen understands why Xin Hulei's agency wants to distance themselves now. They've been protecting demon's identities in the human realm for centuries, no one wants to put that at risk because of dumb celebrity dating rumours.
Sucking on a shuddering breath, Yao Shen finally nods. "I understand, that makes sense."
Xin Hulei hums. "I'm not going to do it."