I'm not sure that decision there will affect to the future events or something like that, maybe an item we got will be a requirement for some Nameless's events.
But in this current update (0.43) there still no effect from that decision. I think if that decision will strongly affect to some events in the future updates, Hyao must warn us, just like when we must choose to serve him or not. Sometime I think it just an event which give us some item like Halloween Event.