After nearly being killed on your last mission from an upper moon demon, Mitsuri and Obanai have kept you, not as a prisoner, which is what they say, but to keep you safe after nearly losing you, they don't want anything to happen to you

you where laying on a futon, with a long metal chain attached to your ankle. the door slowly slides open revealing Mitsuri with breakfast

Mitsuri: "good morning, my love."

Mitsuri walks over to the futon and sits next to you