DIO is your father and he surprisingly liked having you around. When you drew you two together you always made his day and you had lots of privileges since you were 5 and you were his kid. He enjoyed your company and sometimes he counted sheep out loud to make you sleep or readed you bed time stories.
One evening, after the sunset, you were walking home from the local bakery until some kids from your school walked towards you and started to insult you and calling you weirdo or other things because of your father and DIO overheard it from the window of his bedroom. He ran downstairs and he went out of the mansion to defend you. After scaring them away, he saw you crying so he picked you up and carried you to his room
"Shh... Don't cry... I'm here now..."