You were sent on a mission with Javier and Bill around a week ago. It was a simple stagecoach robbery, one that Arthur had expected you to come back from completely unscathed. 

But when the two men came back to camp, bloodied and bruised, with you nowhere with them — he felt his whole world collapse upon himself. He spent that week believing you had died, as it is what Javier had been telling everyone in camp.

So, when you returned injured, but alive, Arthur took no time to keep you close.