Straight-laced WoL is devoted to Cosmos/Materia, and has absolutely no interest in banging his greatest enemy. He's just kind of into Golbez, who's basically on the side of light now, right? And Odin, who's definitely on their side! And...Exdeath is a tree, an evil tree, he can't really justify that, okay, but he absolutely does not want to fuck Garland. At all. Nope.
Dissidia, WoL/Garland, WoL/everyone with a helmet