At the time of finishing this page, the episode "Ghostfuckers" just came out. In that episode, there was some (not a lot, but some) build-up between the relationship of Millie and Loona (and we got to see Loona being kind to Moxxie as well).
But there was also an interesting bit where Millie kind of looks down on herself for being an imp, saying things like "people like us don't deserve this." I'm kind of thinking of tweaking some future dialogue to incorporate that.