When Leviathan got out of the room his face looks very angry and he didn't know why but he knew that it started from the moment Wrath started questioning the girl who was walking behind him with her head down.
He realized that he has grown a soft spot for the girl not that he had fallen for her. He didn't believe in love more like he didn't think he would ever fall in love because he had only been created to torture humans, suck out their souls both old and young and to kill without mercy.
There was nothing like love to them, same goes to the rest of the sins. He and the others were still surprised that Wrath among them could fall in love with a human but they weren't really surprised because the girl turns out to be connected to him.