It makes sense when one thinks about it: Neyn and Mrs. Yanagi could merge into their complete doppelganger, but human Knell had no demon counterpart fetus to fuse with, which would have created an unbalance (which is unnatural). So the only way to avoid this was for Knell to absorb Neyn's magic (the reason she doesn't have it anymore) and part of her demonic organism (making him a human-demon hybrid). Since Neyn has Mrs. Yanagi's memories, she most likely understood why she lost her powers, decided to keep the baby because she feared an abortion wouldn't give her powers back, and considered Knell to be her property since he "stole" her magic, effectively taking him away from his true family (remember the way she said Fuyumi was hers, and you can clearly see it's Neyn's mind in control of the fused body).
Some details in the story tend to indicate Fuyumi is more than the innocent and naive girl she appears to be:
- She arrived in the Demon World with her school uniform (sailor fuku) and her shoes (which should have been downstairs), but with no money or cell-phone (no point inside a different dimension).
- Her father must have looked inside her room to confirm her absence, and thus should have seen the Black Curtain and put the pieces together. Yet, when Fuyumi returned from her 24-hours disappearance, he acted like he didn't know where she was.
- Mr. Yanagi also seemed more mechanical when under Staz's hypnosis, unlike Fuyumi's friends who appeared natural despite having fake memories.
- Fuyumi seems way too much passive for a girl on the verge of self-desintegration. However, there are moments when she takes action (temporarily escaping Knell's pocket dimension to send a distress call, shooting Land of Team Fearless to show her position to Staz). A regular girl would have already had a panic attack.
- Her clothes disappear and reappear along with her ghost body when she needs Staz's blood. Maybe she's using her ghost powers (invisibility and intangibility) to simulate her disappearance and force Staz to give her his blood, so she can power up and ressurect as a powerful exorcist.
This could mean Fuyumi and her father want to have revenge on the Hydra family, whose spacial magic is the reason human and demon doppelgangers meet and fuse with each other. They're probably sick that the demons always get to win without having to face the consequences. They might also want to get Knell back, if he was supposed to be born as a human and a Yanagi.
In this case, it's possible the author is waiting the last moment in the story (when the Black Lists get beaten by Akim Papladon/Hellshaft Grimm, and there is no one else to stand up against him), to reveal Fuyumi's past and true nature, and make her the last and only hope of the Demon World.
- It's very likely that Heads had Bell dispose of her Black Curtain before the three of them left for Demon World. But, years later, the demon that stole some of Bell's magic created a new Black Curtain, one that connects Staz's territory and Fuyumi's room.
- This same demon may have stolen other abilities as well. Who's to say they didn't have the power to use mind control on Fuyumi to make her enter the Black Curtain and find her way into Staz's territory? She did have her shoes on when she appeared there, and her memories of how she got there seemed foggy at best.