It’s not that simple though. In the manga Confession of the Golden Witch, we get an insight into Sayo’s feelings once she learns that Battler is coming back and the scene depicts a struggle. Sayo claims that her current self only loves George, but Beatrice says that’s not really true and calls her a liar, and the dialogue implies that Sayo is secretly overjoyed that Battler is coming back, no matter how much she tries to separate herself from her feelings.
Kanon’s reaction is no surprise if we take that into account. It is essentially Sayo seeing Battler for the first time in years.