I'll just chime in with this tidbit: part of what first sold me on this show was Cayenne's vision of the black wedding in the first episode. It took what otherwise seemed like a vanilla young-male adventure fantasy -- user your power, save the girl, become awesome! -- and sent it in an interesting direction.
I bring this up because it's really that vision that makes Kagura a "threat" in this story: we may not know how, when, or why it's going to happen, but it's seemingly going to happen eventually, and is a looming threat. Without that set-up -- but all else remaining the same -- Kagura would be nowhere near as much of a romantic threat.
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