From what I understand.. Since at some point Dion sort of lost his humanity/sense of emotion due to their father's sick way of raising his kids he can neither feel happy, sad, or anything. So when he saw Roxanne show her raw emotion for what happened with her brother back when they were still kids it sorta ignited a spark in him (tho there's also prolly some sadistic tendencies mixed in there which why he wanna see Roxanne cry). He wants to keep Roxanne as his sort of emotional tether.
Well that's sick
But hey its nothing new!
Oh I see ty !
Idk why but I keep rereading and I still don't get Roxanne and her relationship with Dion? I get that she made an alliance but I am not sure what she is giving him in return??? Also why is Dion trying to make her cry. Need explanation if someone has it - can be spoiler if necessary