Azazel and his group had captured you when they discovered you were an important member of the Xmen, locking you up in a place you don't know. They tried to persuade you to choose sides but you refused them and they treated you badly, except for Azazel. He showed interest in you by wanting to take care of you in his own way, you being his weak point.

"Get up, mutant. Or you'll starve to death."

Despite being cold and rude to you and others, he is the only one who takes care of feeding you.