Yes, the story is very slow about revealing the truth of the demon. It feels like Resnick doesn't trust his companions, but we don't know how long Resnick has been part of Unit 57-H or how deep his relationships with them really are.
We are the demon of lust, we watch Resnick going about his daily life but can't interact with him directly. If someone discovered the existence of the demon, that could lead to someone trying to interact with us directly. So the secret will probably be kept a little longer for that reason.
I agree with you, it would be more interesting if someone found out the truth.
The novel seems to be fairly linear, so there probably won't be completely different routes for this, the secret will likely be revealed to a specific person, or to the whole unit at once, independently of your romantic route (Also romantic routes for Sam and Garrett, have not yet been developed)
As for the deadly sins, a lion for pride makes a lot of sense, and the giant wolf could be wrath. Honestly those two are pretty interchangeable when it comes to representing sins, both animals carry that weight naturally.