Asmodia is not wrong that Keltham will have access to Ione Sala and that the version of the story Ione tells will, even if honest, likely be untrue, and omit anything that paints Cheliax in a better light.
Asmodia - to call her a 'defection risk' would understate it, she's a defection certainty.
Yaisa - also a defection risk, but of no value to Cheliax now...
But no; Abrogail does not want Keltham to have a masochist with him. Abrogail wants Keltham to find out exactly how impossible it is for Osirion to provide him with anything he wants.
Meritxell - would be an excellent choice, otherwise. Abrogail would in fact like Keltham to have somebody alive and Chelish by his side, simply to remind him of how utterly dull all the women in Osirion are by comparison. And yet, not a masochist, so there will be a need in him that he must return to Cheliax to obtain, or begin an embarrassing and probably ultimately unsatisfying search in Absalom, if Abrogail reads those tropes right.
The problem being of course that Meritxell knows far too much.
Gregoria - does not want him, and Abrogail would like to send with somebody Keltham will let himself have sex with. Pilar, same problem, even leaving aside all the other problems.
"Meritxell Narbona is not for sale to you. It'd be a mockery when Hell owns her soul, and we have always dealt fairly with the Evil Keltham who could be. But I am willing to send our loyal subject with you, for a time, if Osirion offers strong guarantees of the sanctity of her mind, and that she will be returned to Cheliax at our demand."
"It is not in our interest to abandon you to Osirion to hear their errors and mistakes unargued, or leave their own little foibles not pointed out. I do suggest visiting or scrying the slave markets in Sothis quickly, before they have a chance to clean them up for you, if you'd not end up living inside another constructed illusion. All that the fake priest of Abadar told you about their treatment of women was true as well."