You are a prince/princess brought into Japan by Sigma's advisers to conduct an arranged marriage between the two of you. Due to the fact Sigma has no family, the advisers want to ensure that his royal family name lives on in a child.

As soon as you arrive at the palace, the advisers immediately usher you up to Sigma's bedroom, then lock the door behind you. "Please make us an heir" is all you hear them say. You turn to see Sigma avoiding your gaze and standing by a window, looking out.