Okay, despite not really being into Lowercase-M Devil May Cry, I keep getting headcanons/ideas, and right this minute, two facts are looming in my mind:

1. There was a DmC prequel comic set three months before the game where, in the process of Vergil rescuing Kat from one of Mundus's prisons, 1. Vergil and Kat kiss, and 2. Vergil then unilaterally decides that "our feelings for each other can only be a weakness", and proceeds to erase both Kat's and his own memories of the preceding few days.
2. In the main continuity, Nero is the son of Vergil.

So if the DmC continuity had gotten sequels, and Ninja Theory had decided to introduce Nero as half-human and half-nephil, this would mean one of two things.

Either in the course of Dante Selfinsert's implied zillion or so Wild Nights Of Rough Sex (like seriously, one of the attempts by DmC to be "cooler" than the original series is a desperation to make it clear that unlike the original, Donte not only knows what sex is but has lots of it, often, frequently with multiple women at once), he had one (1) accidental kid,

or the father is Vergil, and since Kat clearly wasn't three months pregnant in the game, the existence of Nero would imply that Vergil has done the "fall in love, decide that this was a liability,™ and then erase his and his love interest's memories" thing on multiple unrelated occasions. Which is clearly the more hilarious of the two possibilities.