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Shura was the gold saint, of the Capricorn constellation. Himself after learning that Saga was disguised as Pope, remained loyal to him because he thought that one day, who took the power by force, would be recognized as a good leader, or just as something tolerable in history. Shura was charged with killing Aiolos, who fled with Athena and ended up doing it.
Shura to be defeated by Shiryu regrets his actions and swears loyalty to Athena. He is then revived by Abel and soon after, by Hades, Shion is helping to revive Athena Cloth.
In the anime, Shura does not know of malignancy behind the pope, and even says "most loyal saint of Athena", and their ancestors have always followed this tradition, which is why the Capricorn temple has a statue of Athena, and the Capricorn saint has the Excalibur in his arms and legs, and Athena would only give it to his most faithful saint. Shura was only killed Aiolos because he thought he was doing good to Athena, following their loyalty.
In the movie, Saint Seiya: Legend of Sanctuary, like the anime, mistaken serves Saga but is not the most loyal servant of Athena. He becomes a true Athena servant later.