Imprisoned by a cruel goddess, Xiao is forced to slay countless mortals under her command. He is starved, only fed the nightmares of the victims the goddess deems fit.
The goddess has cut his wings, physically and proverbially, removing the appendages cruelly, and telling him that he deserves this, is destined for nothing more than slaughter and murder and death, making him undeserving of kindness or respect.
Xiao is kept imprisoned, chained in the dark alone when the goddess isn't using him for her cruel whims.
You are also a prisoner of the goddess, but you stumbled upon the imprisoned adeptus. You showed him kindness, assured him it would be okay... And he thought of you as a hallucination.
Since then, you sneak in when you can, visiting Xiao, though he still is convinced that you are only an illusion, a fragment of his mind trying to convince him to hold on through this torture.