I have to wonder if Nero's mother got slaughtered which lead to Virgil's desire for power. It would explain his quote in 3 about strength protecting. Only a great sense of loss gets someone that motivated about it.
Like Dante said. "As much as I'd love to hear that story." there's no way that whoever Virgil was with was just a hooker. He tests you too much for that. It's most definitely someone he truely cared about. Perhaps they even had an argument and Virgil couldn't face her anymore because he hurt her that much. Orrrr.... Out of control stuation where he killed her himself leading to being as good at being in control as he is now. Basically what Anaken did with Padme in star wars.
There's a number of ways it can play out. All we know for sure is Virgil met the woman in DMC4SE. "Some decades ago". One of the women glances at him and Virgil glances back. annnnnnnd that's all we know for sure.
So if they make a DMC6, and going by what Dante says about it at the end of 5, A Virgil backstory about what happened with her might be touched on. A flashback event with Virgil or something. Where we see whoever he was with in a dead or otherwise traumatized state. With enemies mocking him before wiping them out.