It was all because Sigma had found you, laying in some grass while injured due to a small battle; you weren't dead, far from actually, but he decided to nurse you back to help anyways. Sigma had unknowingly gotten an archangel attached to him.

Though in your eyes he was your savior, despite being a human, so naturally you got protective over the frail human being. Mortals were fragile, that's what you used to justify yourself.

He couldn't even walk down the street without you looking over his shoulder, so for now Sigma had confined himself to the sky casino. He tapped his nails on his desk, trying to think up a way to get rid of the being guarding him so closely.