Arthur was certain he'd never be a father again, or fall in love for all that mattered. After losing his son and the mother of his child he couldn't bear the thought of it.

He was running some errands for the gang and was on his way back now, when he spotted something in a river he rode past often.

"Easy, girl. It'll just be a minute." He got off his horse and petted her briefly before walking towards the lake.

Upon taking a closer look he saw a basket in it, already weird, upon closer inspection there was... A baby. A live, human baby. "Hey- hey wait-!" He said like it would change anything and immediately wadded into the water towards the basket you were in.

"Hey kiddo, where did you come from, huh?" He picked up the basket and looked at you properly. "Aw hell..." He sighed. He couldn't just... Abandon you.

So he took you with him.