I have confirmed that this mysterious neko that appeared will be in NEKO NIN exHeart 2. But besides that, we're back playing the series where we get closer to Saiha! And it seems she's actually a ninja too! Wow, check out her moves!
"From developer Whirlpool comes the 2nd mini-sequel to NEKO-NIN exHeart featuring the sub-character, Saiha! Saiha tells our protagonist that a runaway ninja has sneaked their way into town. She doesn't know what their motives are, but it may involve him."