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LysandersTreason:
We don't know if he's had this ability all along, or he only awakened to it upon the Succubus's death, either way he seem to only gain self-awareness a lot later than his initial raising into skeleton.
He probably survived the first time because he was a mindless skeleton, and the mercenary only was after the girl, so after she's dead they decided to ignore the skeleton standing still.
As for the whole thing with Rubia's death.
He protects her because the scene of her death reminds him of Succubus's death, and he want to actually be able to protect someone this time.
As for why he didn't kill himself when she die, it's because he has no clue on the mechanic of his reset ability.
Does it only activate if he's killed by someone else? IF so suiciding would just be a stupid thing to do.
Or maybe there's limited amount of times he can revive? If so he might as well get as far as he can in this life gathering all the exp before having to reset.
After all, his ultimate goal is to reunite with and protect the Succubus, not Rubia.
Then again I would not be surprised if the Succubus is actually Rubia's soul turned monster (the same way skelly's soul was likely human, but now inhabit a skeleton body), might also explains why the succubus was strangely fond of skelly here.
In which case Skelly's overlapping of the two wouldn't be a coincidence.
And the 'final' route might be him protecting Rubia through her S-rank scenario, leaving her alive as human.