
okay, so
Fatima confessed her "love" to Khun publicly in order to corner him, literally in the middle of the palace, Khun rejected her privately to protect her honor (It would like him to answer publicly too). But even if Khun openly said he has found the woman of his life or something like that, Fatima didn't give up, she doesnt accept no as an answer #-.-) As I understand she doesn't even love him, just wants to have power and comfortable life. So she continues to play as his "lover" publicly, like hinting they are dating in the middle of the tea party, in the presence of Sienna (my king was bitter). At this point, Khun also broke Sienna's engagement (child case) and publicly courts her like sending flowers every day.
Also, Red King is also interested in Fatima because thinks she is Khun's lover and wants to use her in order to get rid of Khun. Because Sienna didn't listen to her mom to get another fiance. So It is my guess, but the red king and Fatima can be more allies than she being a friend of Sienna ( ̄へ ̄)

And one interesting fact: (I don't remember exactly if it was in raws or translated version) Fatima's POV describes what are her desires and it is symbolized as a tiara. And the tiara is the same as in the cover picture of the manga (on mangago.zone too), over the head of Sienna. So it means she has her eyes on what belongs to Sienna Σ(  ̄□ ̄||)
I genuinely love Fatima. She's the embodiment of a self-assured and powerful woman. She knows what she wants and where her faults may lie and she is not afraid to seek aid or help. She's calculating and clever. She's unaware of the relationship between the Silver King and Khun, but I can tell the gears are turning in her head. I can't wait for her to learn more about both the kingdom and her peers. I know people may hate her because she wants to marry Khun (who she is under the impression is single and not seeing an engaged woman) to help her people, but I think that is utterly unfair and biased. We should be rooting for her to learn and uncover the secrets about the kingdom that lurk around, including the relationship between the Silver King and Khun. I have the feeling she can be a very powerful ally.