First off, we don't really know what Athena was thinking since she never finished the sentence. I'm willing to bet that it's going to play out like and RPG where the hero finds some femme fatale that is his enemy and as they encounter each other over the course of their missions they start to grow on each other. In this case, Athena basically already (still) loves Hayate but seeing him more frequently may make her rethink her priorities.
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