They actually fight at some point in Stormblood 1v1! In a way she's a prototype to Zenos' ability as a Resonant. When he first tests his abilities, they pit her against him. She ultimately loses, being unarmed and somewhat malnourished during the fight, but still gives him a run for his money.

Her sadistic tendencies only extend to those she feels are morally bankrupt people, and that at least initially includes Zenos, so she doesn't really like him much. She DOES enjoy fighting him though.