Wuya showed Rai a level of trust she would never give any of the other rogues on the show. If it had been Jack, Chase, or Hannibal she'd have gone full double cross, others like Kat or Tubby she'd have probably just shoved aside and took everything for herself. As well as the aforementioned honoring her deal with him.
it makes me wonder weather Wuya was more Lawful Evil (as opposed to a more Chaotic Evil she tends to show herself to be) or if she just genuinely wanted companionship. She clearly has trust issues so giving Rai a fair deal when she could have easily thrown him in jail too just left a lot of mystery about her past.
A shame we'll never get a Wuya backstory. But then the series never seemed to be too concerned with real bad guy redemption arcs (Jack being an exception since his redemption is often handled as a joke) or sympathetic motives for the evil characters. It wanted evil actors who were evil for the sake of evil. Disappointing for lore but good for classic Saturday morning heroes.