Somehow, yeah. I mean, CB DID save him, Louise, and hundreds of others on the space station in episode 5. I think Saji's going to have to reconcile that with their latest act (plus if something happens to Kinue, which could be likely).
I wouldn't be surprised if he finds out that Setsuna is A GUNDAM, reflexively tries to attack him, Setsuna easily subdues him--and then, seeing that the original Fab Four are against the Thrones, uh, Saji helps keep Setsuna hidden or something when his identity is found out?
Shit, I don't know.