This is what really happened. Just when Nero was leaving because he said "All this prieshing, is putting me to sleep" Kryie was about to argue with him until Nero noticed his left arm with a bandage was glowing. He was looking for the source of why it was glowing until he looked up and saw a man crashing down the glass ceiling, as he landed, he was reveal that it was Dante. Dante then shot the pope's head smoking hot. The people start panicing and ran away, The holy knight ganged on Dante, they failed in total lose. At that time, Nero didn't fight him. He ran with Kyrie out of the church so he could make sure she is safe. When Dante killed the knights, he went to Credo to finish the job, and someone else too. Kyrie saw this and ran to Credo, Nero follow her. One of the knights survived to attack Dante unexpected, but he got hit unexpected, Send him flying to Kyrie and hit her as she feel on the ground. She trys to get up, but then Dante went up to her giving that murdering face at her. Thats when Nero gave him the face to my boot move, then they started fighting.
The reason why Nero wants to Dante died not because he killed the knights, but so that Dante doesn't go close to Kyrie and give her that serious look ever again.