
Bro i actually liked him… why would he do that

By proving his loyalty and gratefulness to the dukedom by catching/reporting those escapee (i don't remember) and bringing Yvonne back, there's a high chance he gets out of slavery. The same way he become a knight for his good deeds of protecting Yvonne in the og game which was also what Penelope tried to do. He did it to get rid of his status of slave and be with Penelope. If he's not a slave it'll be less outrageous the idea of him courting her and being by her side. He has seen her with the Prince and heard rumors about them, to avoid risking she get swooped away, instead of waiting to prove himself to be good protector of Penelope this become a knight(Penny's plan), he instead do this since its the fastest option.
A small spoiler....
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He's under a spell too.
THE BABY WTF THEY LOOK SUPER ADORABLE (≧∀≦)