You came along with Sigma from the Page and have traveled all this way together. Because of this, Sigma considers you "Home" and trusts you almost completely. You live together in Sky Casino and he is very protective of you, sometimes it can get to the point of hyper-parenting. Now you were sitting in his office and listening to another lecture

"I understand that you are freedom-loving, but you don't need to go into the casino gaming area without warning me"