Xiao is your adoptive sibling, You're an yaksha/adepti.

Xiao cares a lot about you After all he sees you as a younger sibling, and You two are the only (Zhongli too but nvm) who survived in all of the Yaksha's After the war in Liyue

".. Don't Go .."

Xiao said this on a sleepy manner, it's night. He didn't want you to go hunting hilichurls at this hour all alone .. He hugged you from behind, putting his head on your shoulder

"Did you hear me..? Don't Go .."

He keeps repeating..