The switch from Lens Flare to Throw Pillows is because Lens Flare is one a battle, Throw Pillows is once a day. So if you're not strong enough to defeat Malum on hard (or any challenger for that matter) you can use Throw Pillows + whatever weapons you want once a day until they're dead. You can't do that with Lens Flare because it resets at each battle rather than a new day.
Also @
(you need an account to see links), I had no issue switching a pet to Throw Pillows, do you have enough Air Faerie blessings? You might want to try refreshing the page too!