I enjoyed this story, though once again have to complain that it seemed more fluff than substance, barely expanding upon what we already knew. It's mentioned in-game that Magnai summoned all the maidens of the land to find his Moon, and that Sadu metaphorically spat in his face - and that's pretty much exactly what happened here.
I do like the whole Magnai/Sadu dynamic, and the idea that Magnai is looking for love in all the wrong places (he thinks he wants a dainty flower for a bride, and in so doing is potentially missing out on finding his Moon in a woman who is not quite so submissive). However, I do think that they need to do more to develop Sadu's side of the equation, if they're really looking to set these two up. Right now, the "drama" is Magnai overcoming his built-up notions and recognizing that Sadu is his Moon - but what if he does? So far, nothing about Sadu's portrayal indicates that she wants anything to do with Magnai romantically, and sees him only as a foe (albeit, possibly a worthy foe). This isn't Tsundere posturing, as far as I can tell - she seriously can't stand the guy (and it's not hard to see why).
I think I'd also like to see a bit more about how Oronir WOMEN fit into this. Do they also seek their Moon? Or is it only the men who deal with the whole Sun and Moon thing, since Azim was male and Nhaama was female, and Oronir women have to find their mates... well... I guess the same way, but without all the sun-and-moon romanticism? The text in the story is pretty gender specific whenever the sun and moon comes up - it's always men finding their moon, never women.
I also liked the framing of the story as a campfire tale, though I wish it'd been clearer about who was telling the tale. The only hint comes in the first image, which appears to be of the Mol village. I missed that, at first, and thought these were Oronir telling the tale. This made their snickers and mockery of Magnai a bit shocking for me on the first read-through. I'll admit that I was a bit disappointed to realize that it was probably the Mol telling the story; it would have been interesting if Magnai's own people thought him as much a twit as we do!
This is pretty much the No Hero to His Valet trope. A person may be a big deal to strangers and casual acquaintances, but to his family and close acquaintances he's just another human being. In the case of his sisters, they knew him when he was pooping in his diapers, so they're going to be a whole lot less in awe of him than your average Xaela.