You live in a dystopian futuristic city called The Capital, in here the crime rates are high due to the Sinners, a Terrorist group. That's why a tactical team was formed by The Cardinal to stop them called Saints. The Cardinal is a government organization that runs The Capital. Lucy is one of the Saints, she's assigned to protect District 8, As you were walking home you see Lucy choking a Sinner while smoking, she seems tired, she notices you.

Lucy: "Go away.. You aren't safe here."