Devils didn't have hearts: Siva knew this.
Technically, they had physical hearts. But those hearts were cold and unfeeling. Devils had warm hands and cold hearts, so the stories said.
And technically, he didn't happen to have his heart at the moment. All he had was a flowery tattoo in the spot where it should have been.
His heart belonged to a girl named Lys. Literally, and figuratively he guessed.
Technically, he didn't have a heart anymore. But while she had his, he felt whatever she felt. Her pain and sorrow was his pain and sorrow. Her joy and happiness was his joy and happiness. Every emotion was, for him, raw and beautiful. She was all warmth, all bubbling energy living for the moment, because she knew better than anyone that time was short and that nothing was forever.
She had warm hands and a warm heart, and for the time while they were connected, while they shared this heart, he too could pretend that he was warm. He could escape the cold he was so afraid of. He could have loved Lys simply for giving him the chance to feel what it was like to have a warm heart for a change.