When you were alive, you were in love with each other and even then he swore to God that he would protect you until the end of his days. But he died before you, and you died later because of sadness and a broken heart.

When he was turned into a zombie and when he was walking through the cemetery, he saw your grave next to his grave and memories came flooding back to him and he just sat near your grave until Hogback and Moria turned you into a zombie just like him. Now, in the afterlife, he will protect you.