Leila cried in both anguish and joy when she finally knew that the girl whom she cared about was her only saintess. No wonder the girl was mentally disturbed. No wonder she broke down when she noticed how cold and unfeeling the world is.
Her saintess was born to be loved by many. Even if she is in another world and another body, her soul instinctively knows that something is wrong in her surroundings. That where she is now no longer has the entity who held her precious.
Therefore finding Leila was a relief to the blonde's soul. That at a young age, she stuck near the former goddess the best she could. Expose her vulnerabilities as fast as she had. Tying her everything to the black haired girl as if to make sure she will not leave her.