Nel was lying in the beginning as she didn't trust Celica. As you build her affinity, you'll learn more about her. There is a hidden event in the next build where she tells you a little more about her backstory.
Just got to the end of the current version, and it remains as enjoyable as before.
Is there a way to repeat scenes with Nel, or not yet? I really like that she can auto battle for you. I hope to see more options and shenanigans with her in the future!