The Conqueror's Links
Once the boy was exiled, he found himself watching over En. He had figured En wouldn't last long enough without the Conqueror's help and thus he decided he'd tag along with him for the journey. Besides, tagging along with En's little group seemed very amusing to him and preferred to stick around rather than taking pointless missions.
En being part of the royal bloodline, especially when he has the golden eyes that signified his importance, he instinctively felt the need to protect the young man. There were days where he was interested in En's sex life, but he finds himself bashing heads with an annoying pistol-shooting rogue as he constantly gets into his way.
En had heard stories of the Conqueror from his mom, so when he was exiled and witnessed his brother's death all he could think about was finding him and getting help! He didn't honestly expect to find the Conqueror so soon, or for him to so easily agree to join them. If En's being honest, he's pretty star struck. Conqueror is every bit as powerful as his mom claimed, and he's so heroic! Although he has this weird personality that almost reminds him of Azrael...
As much as he wanted to strike his blade right through Roy, he promised the Princess that he wouldn't inflict any sort of physical pain onto him. Even if the Conqueror isn't one for taking promises quite seriously, his kindness towards Elabelle carries over to Roy as he has no choice.
[Insert another Dark Souls "You Died" screen]