Someone on the official site mentioned that pink might associate this Cio with Incubus.
I think that’s very possible. It would be very like Incubus to take advantage of someone’s Want when they are powerless, and Allison left the pieces of Cio’s mask right there with him. And it would be very “Incubus” like (in the more general use of the term–demonic lover that comes to you in dreams) to use someone’s lover as a weapon against them.
Also, demons don’t die like humans do, they are “banished to the void”. Only humans are true mortals.