Lilith is a succubus. It's been confirmed by the Catholic Church, and now Christian has been ordered to kill her. Had this order come before, he would have executed it without hesitation, but he can't eradicate her now that he knows she isn't evil. The only recourse left is to take Lilith and run.
With the Executioners hounding their every step, Christian doesn't know if he has the strength to protect Lilith. Even so, for the sake of the person he loves, to protect an innocent young woman whose only crime was not being born human, he'll gladly risk his life--which is good because the chances of him dying have never been higher.
No pressure.