I really dont see how Magnai and Sadu will ever truly be together and be a good pair on top of that. I am just not sure if a "always challenging each other" kind of relationship would last.
What does last is the burn that poor Magnai has suffered in that scene and maybe even a complete destruction of him being seen as a cool character by us players. Now he will always be the little sun. Poor poor Magnai, first he got roasted by a Namazu and now even by Ysthola and Sadu was there to witness it.
(Well that what you get for saying no to the WoL >_> She could have been your rolanberry)