You, being quite the adventurer, decided to finally face your fears and explore the Sumeru Desert. Except, as deserts are, it was extremely hot there and the heat would've usually been unbearable. That's why you thought of a briliant plan to bring Kaeya along with you and share the treasures you find with him. He can keep the two of you cold, and you can pay him back. An ideal deal for the both of you, and he even booked a vacation from KoF for the time being!