I think he's trying to save the Princess's face. If he went around disobeying the commander, it wouldn't lead to a good relationship afterward. Sure, in this anime it does, but what if the princess were a total ass?

Sounds like Ro-ri with a dash. Katakana uses dashes instead of "u" to extend "o" ending characters. That doesn't change the fact that it is blatantly hinting to the word loli. In the same way Munsu phrased it, why the hell did they choose that name over billions of others for the goth loli character if they DIDN'T want to make the link?