Because He's Leo

Tatiana flew through the sky, the wind whipping past her as she cradled Leo's limp body in her arms.

The ruined city stretched below, a maze of crumbled buildings and lifeless streets.

Her grip on him was firm but gentle, as though afraid he might disappear if she loosened it.

She glanced down at him. His face was pale, his breathing ragged, and shallow. Bloody bruises and deep gashes with blood flowing out of them, could be seen all over his body, staining his clothes and giving it a sticky feel.

He looked fragile—too fragile for someone who had just fought an Exalted Rank opponent and survived.

Tatiana's crimson eyes softened.

If it was anyone else, she wouldn't had paid any attention to them but something about Leo strikes a chord with her.

During Leo's fight against Liliana, she saw him have multiple close shaves with death, and each time, and each time she wanted to step in.