This is difficult to say since he is a devoted member of the Knights of Favonius, but he was initially sent to Mondstadt as a spy for Khaenri'ah. If a battle would take place between Khaenri'ah and Mondstadt, the side for which Kaeya would fight is a conflict that he faces when asked this question. However, even though he is the way he is, so far, he has not shown any ill intent towards Mondstadt, so we should not judge him until we have a reason.