My theory is that Diana is just a figment of Ayumi's imagination. She is a beatiful, foreign woman who appears out of nowhere as soon as the men leave, and then agrees to marry this weird and lonely Japanese lady, despite the fact that she made a life-like mannequin of her for no apparent reason. Doesn't that sound a little suspicious?
No, not at all really. She may have been waiting for them to leave. And the only thing that really supports "weird and lonely" are the guys saying "well, she isn't interested in US, so there must be something wrong with her". Pretty thin, I'd say. We don't know anything else about her personal life save that she doesn't like to party with men.
