I'm not saying that any of them would approach Keima, but that should the Godess be inside Ayumi and should she have such a huge crush on Keima how you both seem to believe then Diana should have picked up at least her faint presence a long time ago

At the very least something should have happened during the gender changing arc when they both got so friendly with each other ( kind of... )

What i could see happening though is the third older sister having a "That's too troublesome" sort of attitude and hiding herself willingly as not to get caught up in the confusion.