Hime has a long streak of bad luck prior and during the events of the anime until more or less mid-season. She truly had fortune against her.
The rule about a Pretty Cure not falling in love is considered by many to be the most stupid thing in the series. But should a Pretty Cure fall in love, what would happen if she, in a way or the other, gets her heart broken by the person she loves or worse, the loved one gets turned into a monster? The Cure might not be fit to be one if she's consumed by grief. The rule starts to actually make sense now, isn't it? Not everyone can heal from heartbreak the same way.
Blue rejecting Mirage makes sense if you think about it. Blue is shown to keep in contact with many people, so should any romantic relationship be made public, some might dislike whoever he loved for being a god's lover. Mirage just took it in a bad way.
Alternatively, Blue might have believed that Red might go after Mirage and try to dispose of her, considering his intense jealousy towards him. Even if sealed away, it's shown that Red still had some of his powers.
Much like the previous series, the generals of the Phantom Empire are based on the seven deadly sins. Namakelder is extremely lazy (Sloth), Hosshiwa wants sweets all for herself (Greed), Oresky has an incredibly inflated ego (Pride), Phantom is furious towards Blue (Wrath), Queen Mirage became what she is because she fell in love (Lust), and Red is jealous of Blue (Envy). And what about the last sin? Why, it's the movie villain, Black Fang, who is incredibly hungry for power (Gluttony).
Why does Blue mainly choose teenagers as Pretty Cures? It's actually not Blue himself who makes the decisions, but rather the crystals he scattered through the world, which can detect a person full of love, determining who is fitting to become a Pretty Cure. And who feels more love than young (and more innocent) girls?
Toy sales aside, why did Cure Fortune get a different Transformation Trinket halfway through? Her PreChanMirror was never shown getting damaged, and even if it did originally belong to Maria, at that point in the narrative it's still up in the air whether she would be successful in saving her, so she should logically continue to use it without major issues. If anything, the Piano should have been a new weapon for Cure Princess, granted to her by Iona's wish in an act of selflessness caused by Hime's apology, as Iona realizes that Hime's wish (to save an entire kingdom) is more important than her own (to save just her sister).
Like it's said, it wasn't hers. Now that she got her own transformation device, she has no need to use her sister's. It also can be seen as Iona finally moving on from her hatred.
