It's a misunderstanding
Dante revealed himself to Sara in a moment of excitement, but he lied to himself, contemplating an alliance.
After all, he couldn't stay idle while everyone targeted him, and sooner or later, everyone would find out about him. Unfortunately, it was the only choice he could make.
Firstly, he was alone, with more than ten people aiming at him, and secondly, Sara had Durandal, a sword that unconsciously called for Dante, piquing his curiosity due to the pulsations Durandal faintly gave him.
He didn't want to be an enemy of the sword considered the "sharpest in the world." Besides, it's not like Sara was antagonizing him. He felt something positive in her presence, something that only Morgana and Valentina had offered him so far. So, he trusted his judgment and followed his instincts.
The day was approaching when Dante would finally become a student at the prestigious academy he had heard so much about from his Wives.