[...So Ceodore is that serious about this relationship, then. On the one hand, Cecil quite approves of Selphie. He has no doubt that with her by his side, Ceodore would be able to rule Baron justly and happily. But on the other hand...]

Have you asked her about it? Remember, she does have a life, friends and family in her world. She might not be willing to give that up, even if it is for your sake. You'd be asking her to follow you to a world she does not know, possibly with no way to see her home again.