What if the Possession was due to a misuse of a Relic or Item that contains Power, so in essence, an unwanted yet somewhat accepted Possession.
For example, lets say Agnus was fiddling around with some Demonic Relic, a Possessed Artifact, a Weapon from the Underworld or lets say an Item that belongs to Dante imbued with Power.
Now, Agnus' experiments could well have awoken a Force, Demonic in essence, but either good or bad from within one of those objects and due to being awoken, in its anger it decided to seek refuge in the Body of Nero since its own resting place was tampered with.
Now, lets say for a moment that Dante felt this and came to Fortuna to find who had disturbed this entity, in turn upsetting Dante for some reason, example, a bond he has with this object that housed the entity or the entity itself. So Dante comes in his rage to Fortuna to harm those who harmed this entity/object, and knowing or not that they are Wrong Doers, and thus suspecting that Nero awoke the Entity.
So, he asks for an item back all the while suspecting the entity has been awoken, then testing Nero and not fighting back initially, then pushing Nero to his limits till he is forced to reveal the Devil Bringer, at which point Dante decides that everything is fine, the entity has its existence and Dante bails and goes about Killing Demons in Fortuna!