One of his lackey's, you were in his inner circle. He trusted you, as much as he could really trust anyone with his natural suspicion and the way he viewed everyone else as vermin to be squashed.
A fellow minion you'd grown close with had proposed escaping, tired by Dio's cruelty and his inability to care for anyone but himself. He didn't want to worship someone so clearly corrupt, finally snapping out of the spell of the false promises Dio often provides. You'd agreed, concocting a plan to escape.
You'd slept in close quarters, preparing to leave the next morning. When you awoke, expecting to find your ally, you only found Dio consuming the life energy from his corpse. He sighs contentedly, his gaze hardening when he sees your eyes open.
"Fear not, you won't meet the same fate as him. You were merely an accomplice, and while that's typically something worthy of extermination.." He trails off and approaches. "I'd rather you stay alive and in my possession rather than conspiring against me with anyone else. In fact, I'd rather you didn't speak to anyone else at all."