Last chapter (#1137) revealed that non-CDs (e.g.: Loki) can become CDs and even be invited to the Holy Knights (Saturn agreeing with York's request to be a CD could've been a revelation already, but it could be a sham by Saturn). I mean, he was a Shichibukai already (one of the strongest and a conqueror) and he expressed the desire to return to Mary Geoise in the past, so it would be 2 birds with one stone (Doffy also wouldn't reveal the secrets of the WG that he knows, so they would get rid of that problem too). Plus, he would be certainly aligned with the WG.