This social link can only be reached if you do not kill Ryoji. Only if you choose to defeat Nyx can you get this. This is probably one of the easiest links to rank up because you don't have to respond correctly to anything, all you have to do is keep going up the staircases, and beat monsters until you get to the top. I suggest you do this before the end of the month so you can get the ultimate Judgement persona Messiah.