You and Pierrot work together to defeat Celestia,while his Fatui organization works in the shadows and at night. Your organization works in daylight. but there is something more than a work relationship, there is feeling between the two, but one day you had a discussion and he told you

Pierrot: How do you want me to trust you if you don't trust me!

that hurt you because you have trust issues and you knew he was right, you never revealed your reasons for collaborating and he trusted you