Moonspear Couldn't run away, anyway

The only reason he could think of was that he couldn't face up to the reality of his abilities. He wanted to see himself as a great Knight but seeing Rain was proof that he was wrong. It was hard to admit that he was a failure of a Knight. But now he was slowly accepting it yet there was a strong feeling of rejecting the idea. He looked to the side as she spoke. He still hasn't made eye contact. Did Rain really believe Nishu was the one to save her? That's all a lie.

He wanted her to know the exact truth. "It's just that I.. The truth is that.." He paused for a moment "I didn't save you at all." He said as his voice faded to a whisper. He continued in a low tone. "I wasn't able to prevent your injuries, I'm the one who lost you, and I wasn't the one to find you first."

It's almost as if he had tried to abandon her without realizing it. Some Knight he was. It felt like it would have been normal to have left her. Like it would have been understandable but for some reason he was still here as if he could still be her Knight.