Well, in my opinion, it's logical that DU, if you accept Baal, will kill his love one way or another. Because such DU only has love for his dad. There is also a note under the Moon Towers in which DU writes
about his plans, that he will kill everyone, and then himself.
This is literally his origin story. He does not need offspring, he does not need anything except the implementation of the plan, which he has already developed a long time ago. And the ending shows this perfectly.
Love with DU makes sense only if he rejected his dad, and therefore his past plans.