With the release of Grand Blue season 2 episode 2, the anime finally revealed Shiori Kitahara's true nature. While she behaved like a brother-obsessed little sister, the pretense was part of her true mission. Amidst this, Kouhei Imamura tries to get close to her.
The anime's previous episode saw Iori Kitahara respond to his little sister Shiori's letter in the most honest way possible. However, Shiori wasn't convinced as she had sent a spy camera to him and could witness the truth firsthand. The anime later saw Shiori arriving at Grand Blue to meet Iori.
Grand Blue season 2 episode 2: Shiori discovers the joy in diving

Grand Blue season 2 episode 2, titled Brother, opened with Shiori Kitahara stopping her brother Iori's marriage agreement with Chisa by proving to Nanaka that they had done nothing wrong. While Iori was suspicious of how Shiori knew what had happened, she managed to avoid the question.
The anime episode then saw Shiori get introduced to everyone except Kouhei. While Iori indeed sent her a letter, she knew it was full of lies; hence, she had come to visit him to see how he was doing. Amidst this, Shiori brought up a couple of things that could embarrass Iori, but he immediately destroyed them.

Soon after, Iori Kitahara tried to force Shiori to return home. Shiori asked Iori if he was unhappy to see her. Surprisingly, this question did not move Iori as he instantly agreed that he was unhappy to see her. While Chisa and Aina were worried for Shiori, Azusa realized that Iori wanted Shiori gone because of Kouhei.
Right after, Kouhei Imamura appeared out of nowhere, tied up Iori, and threatened his life, asking him to get his sister to call him "Kouhei-onichan." While Shiori could not call him that, she instead addressed Imamura as "Kouhei-niisama." Kouhei was over the moon after hearing Shiori address him as such and tried paying Iori with his money for "Magic Girl Lalako." Soon after he realized that Shiori also liked the anime, Kouhei increased the amount..

While Shiori realized that she was in danger from Kouhei, she insisted that she stay. They finally agreed to play a game to see whether Shiori could play or not. Amidst this, Shiori knocked out Iori with her special hanky and cancelled the competition. It was only then that the anime revealed that Shiori was never obsessed with her brother but only wanted to bring him home so that he could inherit the family ryokan.
As part of this mission, Shiori was willing to do whatever was necessary, including cooking food that could invoke homesickness and suggesting that she wash Iori's back. Surprisingly, none of those tactics worked. That's when Kouhei interrupted them, hoping to get close to Shiori. Unfortunately, his plan failed. Moments later, the anime switched to the characters preparing for diving as Iori was close to attaining his diver's license.

While Shiori was indeed interested in diving, she rejected others' proposal to join as she believed indulging in the activity could help Iori's cause in wanting to stay. Amidst this, Chisa, Kouhei, and others offered Shiori some swimsuits to join them. Nevertheless, she decided to stay out. It was only after an exchange with Toshio that Shiori finally decided to try diving.
As per Toshio, smart people like Shiori should empty their minds in the midst of nature. With that in mind, Shiori joined Chisa for diving. Surprisingly, Shiori liked diving and believed it was fun. The anime later saw everyone celebrating Shiori's first time diving and Iori receiving his diver's license. Amidst this, Shiori planned on stealing Iori's report cards to show to her parents, which could see Iori get forced to return home.

While Shiori was looking for Iori's report cards, Iori approached her, asking if she had something to say. Shiori believed her brother knew nothing about her. However, to her surprise, Iori knew Shiori did not want to inherit the ryokan. This helped deepen the bond with the siblings. Grand Blue season 2 episode 2 later saw Shiori return home. While she wanted her brother to join her, he promised to visit her later.
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Edited by Gokul Chettiyar