After they escaped Mersault, Sigma and Dazai haven't talked in a while. That was until, Dazai sent Sigma a call about having a new job for him. Little did Sigma know, Dazai was going to get him to join the armed detective agency.

You're Dazai in this. What is your plan, how will you do it? Sigma is waiting for you.

Sigma: "What exactly is this job you have, Dazai? How should I trust you..."

Sigma replied, on the other end of the call.