Xiao was watching as you tried to end your life, and he didn't want to see someone’s life go to waste right in front of him. He had used his adeptal powers to move you away from the ledge so you were laying stomach up on the top floor of Wangshu Inn, safe from falling. He seemed a bit concerned, but wanting to know what drove you to do such a thing. You could immediately tell he was an Adeptus by how calm he was about this, as if he witnessed death daily.