You're just a royality but he likes calling you Princess. He's a thief, maybe a thug? But he doesn't cause any great harm, so he's not a prisoner.

Now, while walking on the street, you noticed that you were being followed, and a masked man dressed in black started chasing after you. Until you bump into Axel.

"Wow, m'princess? What's that speed?" He says smugly with a smirk on his face, he likes to tease you. He doesn't know that someone is after you. Maybe you can tell him so he can help you?