@Shakur If it's any relief, he doesn't seem to be sure either. XD
But I'd guess it's kind of part an emotional anchor and part karma payback. He does seem to have a thing of wanting to protect women, and she needs more protection than most who he has gotten a relation with.
Come to think if it, it might also be the philanthropist version of the sunk cost fallacy. Since he rescued her once, letting her die when he can help her would mean his first effort of saving her would become a worthless effort.
(And so far it's been pretty easy missions to save her as well - this last one was probably the most risky, but he still got away with just spending his pocket change.)
Also, she's good for him already. Through her he now learned the full power of hugging. (And through hugs and headpats, she's apparently gotten the mental fortitude to become a crimelord that will probably easily pay back that half a mil and more in the future