Did you guys actually wear the helmet? I never trusted it, but I'm reading here it actually works. Either way, Nyx is my favorite character now and she seems fine despite having some corruption.
At first I didn't trust it either but then it became clear that it actually avoided many corruption points, specifically those gained passively, not those gained from your choices, so it's absolutely necessary for no/low corruption runs.
As for "her being fine" she seems to never miss the chance of killing people, and even go out of her way to kill people multiple times, not something I would consider "fine" on a moral standpoint.
I also have the impression that the whole "being trapped with the spirits she killed" is linked to how many people she killed and thus with her corruption, that is not a good situation in any standpoint, especially given what they used to do to her, well at least Mc helped with that in the end.