Reina having the devil gene also adds more mystery to both the Mishima's, Hachijos, and the Devil Gene itself. There's no way that Reina is the daughter of Kazumi considering Reina's assumed age in comparison to Kazuya since we know Kazumi died when Kazuya was around 6. Either the devil gene isn't actually related with genetics like T7 led us to believe and is entirely spiritual instead, the gene isn't exclusive to the Hachijo's, the Zaibatsu research discovered a way to manufacture the gene, or Heihachi simply hooked up with someone who happened to have it.
Considering Reina knew that she had the gene from the start its unlikely that the devil gene is purely spiritual in acquisition, but really anything could be possible as to how she has it. But assuming Heihachi had an actual relationship with Reina, he probably would've known she had it too which means he doesn't hate the devil gene as much as we thought he did. Heihachi probably just wanted a badass daughter to take over the Zaibatsu

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Side note, but I find it hilarious that everyone pointed out that Reina doesn't have the wacky Mishima hair prelaunch, but ironically she gets the crazy Mishima hair in her Devil form.