In Moon Knight Episode 2, Mark explains to Stephen that he's the current avatar of Koncho, but Koncho already has plans to replace him if necessary.
Moon Knight Episode 2, "Summoning the Suit," is pretty heavy on show, but it does give a lot of context to what was going on when Stephen wasn't in control of his body. Besides finding out that his other character Mark Spector has a wife, there's also a discovery that the Egyptian deity Khuncho wants said wife to be his next avatar.
The first episode introduces Laila as a kind of ally to Mark when Stephen finds her name on a hidden phone in his apartment. In "Summon the Suit," she tracks him down and explains that he can't just get up and leave, because she's still his wife. However, the two are on the verge of divorce, which makes Stephen a hopeless romantic who says he will never divorce Lily. Laila also knows about the Moon Knight and says that the two fought together to recover the scarab that evil cult leader Arthur Harrow is seeking. The one thing she doesn't seem to know is Mark's dissociative personality disorder (DID).
Lily's reaction to meeting Stephen is just how most people would react if their partner abandoned them. Layla is interrupted by Stephen's accent and assumes that she lives with another woman in his apartment. She accuses him of "creating" Stephen as a fake identity to sleep around, and no one can blame her for thinking about the canvas bag of cash and weapons Stephen had previously found, along with his job as a mercenary. As Lily tries to piece the pieces together, Mark begs Stephen to force her to leave, which means Arthur will kill her if she learns Stephen has a scarab.
Mark's annoyance at Laila's return seemed illogical until the end of the episode. Lily is very capable of handling herself, especially since she fought alongside Moon Knight, so why wouldn't Mark allow her to help Stephen? It turns out that his fears stem from the fact that Khuncho is planning Layla to be the next Moon Knight. Mark is ready to exit the wake game, but that leaves open room for Khuncho to find another avatar. Leila is a close friend and an accomplished fighter, so she's a good candidate... which is why Mark left Leyla behind, creating distance between her and Moon Knight and Kancho.
Mark is left to decide whether the price of letting go of Khuncho is too high. A miserable Stephen has promised that once he pays off his debts to Khoncho that he will be out of Stephen's life for good, and he will give up his job as Moon Knight. But he doesn't want this life for his wife, who will have to take over once it's over. His struggle makes Arthur's view of Koncho as always in need of "something else" very logical, especially knowing that Arthur was the avatar of Koncho before Mark. Kancho might not want Laila to become the next Moon Knight. He could only use it as an excuse to keep Mark in the white suit.
What saddens the heart, even more, is that Stephen unwittingly showed many of Layla's feelings in his character. Stephen and Lily discovered their shared love of French poetry - specifically, the same poet - and hieroglyphs, something Mark never expressed a fondness for. Mark would find ways to remember Layla through Stephen, which might also prove that Mark would be willing to go on as Moon Knight if it meant Layla staying free.