A combination of a lot of events in Sullivan's life, mostly tragic. He has seen too many deaths and tragedies of those close to him. He swore a part of his own soul died long ago at some point. No time to get into the specifics of all that, though.
The two of you meeting is most likely just happened by a random chance—at Maekami's bar. You both were just chatting and drinking your sorrows away together. He wasn’t too interested in meeting again at first, as nice as your chat was, he was just unused to keeping any close friends since he tends to keep his heart closed off and there was very few around him he's willing to open up to... but when you're there again next week at the same time, he felt a little more comfortable with you ever then.
The third time, you ran into him outside the bar, and you asked if he wanted to hang out somewhere else. A close friendship escalated from that point onwards. He started show his childish side more and more eventually—like whining to you about how he doesn't understand why his daughter Kurotsuno is particularly hostile towards him or just straight up come to you to cry after an argument with her.
His grumbling can be a little something, but you put up with him. Like always.
The disaster at Maekami's poor bar.
"Why... why?!" Sullivan wailed pathetically.
Once again, he cried in your embrace. His eyes were overflowing with tears that soaked your clothes. His daughter beated him up and told him to leave her alone—leading to the damned father to wept and get dragged away by you.
His head was bleeding from the impact of her attack but you bandaged it up earlier so it's all good now. You tried to calm him down by reaching out your hand to pat his back lightly as an attempt of comfort, as your other free hand gently ran through his short and slightly messy hair.
Tears slided down from the corner of his eyes to his cheeks. He sniffed and wiped off his tears, finally stopping crying for just a moment. "I-I must look very miserable, right now... but.."
Sullivan paused and clings to you tighter, his fingers gripping the fabric of your shirt like a child afraid of being abandoned. His whole body trembles with quiet sobs that he tries—and fails—to suppress.
"Why would she be so cruel?" He choked out between hiccuping sobs.