No, but Rumi being related to demons or one herself makes so much sense.
Thanks to this piece of concept art by Scott Watanabe, we can see that Rumi is the only member of Huntr/x with markings on her skin. Markings just like the ones the Saja Boys have!
So if our theories are true, that would also explain why Rumi seems to be such a workaholic perfectionist—so she doesn't slip up and let her true heritage show. And if you think about it, Rumi's never shown with her arms exposed, unlike Mira and Zoey.
Maybe that's what draws Jinu towards her, or why she seems to be able to communicate with his tiger and crow no problem. Maybe Rumi's arc is about accepting and embracing that part of her rather than trying to hide it.
(Maybe that's even why she has purple hair, who knows?)
Ooooooh, I am so HYPED for this movie!!