I thought she was gonna kill him, but with that ending it was definitely about the fur. I guess mercenary isn't as stubborn while half-asleep, and she really, really wanted that fur. Plus, if there was any malice I bet mercenary would have reacted. He's survived the witches alone for so many years
But she could be planing something in the future not right now or hiding dark personality WE NEED SPOILERS OF THIS
I really like the effect of how her smile seems to lead you on to think that she has something evil planned, but it's still very like her to want to sleep on his fur and do a smile just because of it. xD But there is also a manga adaptation of this, with the same title.