Asagi is something of a running gag character for NIS - makers of the Disgaea series etc. Originally, she was set to be the main character of Makai Wars and had gotten an Early Bird Cameo in Makai Kingdom - but Makai Wars was scrapped. Since then she's appeared as a Bonus Boss in every single NIS game (something not even mainstays Laharl and Baal can boast of doing), with an ever shifting personality running from jubilant to deranged.
Her shtick's always the same thing though. Since she's lost her game/story, she's going to become the main character of yours, and you need to kick her ass to prevent this.