@UnieCetterie : He was born a commoner, her a noble, so her marrying him would give fuels for people who dislike either him or her to mock her at any chance.
Also her fiance was the prince, so angering them by breaking the engagement on her side would've had disastrous consequences for her and her family.
So he likely decided that the best he can do is to try and remain by her side.
However, upon hearing the news of her becoming dragon's bride, the crushing feeling of loss likely made it clear to him he's not ok with just keeping watch over her.
Then after finding her, he realized during this chapter that since she's assumed dead anyway, they can just run away if she's willing (of course "too late")
And hey, even if he lose and die, he'd die knowing:
1. She's now under protection of someone much stronger than him.
2. It's better than the grey life without her.
3. He tried.