Actually, alot of Vampires and Demons in fiction(Especially anime) are seen wearing crosses. Almost to spit in the face of that entire "Weakness" thing. Actually, I could count more times in Anime/manga where the character themselves often talk about how stories get outa hand and the the "Weakness" they are supposed to have doesnt exist at all, some of them even go as far as to pretend to to be weak just to humor the humans.
Ah well, I guess it could count as neat-looking jewelry, regardless of symbolism. It looks good on her.
It's pretty obvious to me that Makai is at least sort of Christian-mythos based. You could make a point that Shinki is sort of a "good" version of Lucifer, except being the lord of evil, she's just the lord of the universe of Makai, really making her more of a God figure.