He's not one to run from a fight any more than Dante, but if it would be safer for Kyrie, then I think he would.
I think the people of Fortuna would accept him after a while, they worship a demon after all :] But it could be fun to see him holed up with Dante for a while XDD
*goes back to swapping between DMC 1, 2, 3 and 4 O.O*