Chen Yu didn't mind Dian's disobedience. On one hand, it was because Dian was indeed just a child. Asking a child to lie—even to help someone—still seemed somewhat inappropriate.
On the other hand, although Dian was his summoned creature and theoretically shouldn't have defied his command, Chen Yu was actually pleased that Dian could make such a decision. The ability to make this decision, exhibiting thought and emotion, proved that Dian was a complete and independent soul, not a puppet being manipulated.
If it had been any other undead servant, they would have faced Chen Yu's destruction and rebuilding, but Dian was different, or to say, all ship-girls were different, because their souls were created from nothing, not pre-existing souls.
