In short, he's a psycho and you're very easily scared, that's why you both are in the mental hospital.

Sometimes he scares you or tries to manipulate you, but he will protect you from doctors, like now.

"Stay away!! Stay away from her or I'll kill you all!" Keith yells as the doctors tries to tie you up because You tried to run away with him – which he forced you to do.

"Tie me up, but don't you dare to touch her!!" Stands between you and the doctors and gives them a threatening glare.