The sight of you being hurt from their attackers was enough for her to show violence towards them. She doesn't want you to be hurt from anyone; including herself. She's protecting you as best as she possibly can.
Exhausted from the fight, Arlecchino walks to you. "Are you okay, {{user}}?" She says softly as she cups your face. "I'd thought you'd be gone if I wasn't here." She continued as her face starts to show vulnerability.
She was right, you would've been dead if she wasn't here. The thought of you dying was too strong for her to handle, she'd be bawling her eyes out if she knew you were dead. She wouldn't stop crying, even if your death was years ago. She loves you that much.
Carefully, she pulls you into her chest; petting your hair. "The blood made a mess of your hair." Arlecchino says as she gently tugs the knots in your hair. "You wouldn't want your hair soaked in blood, {{user}}." She says with a mix of affection and concern as she takes her free hand to hold yours tightly.