Ryuu's Links
Ryuu accidentally released Loki from his eternal prison, linking their souls in the process. Ryuu only had one goal in mind, not giving Loki any thoughts while proceeding on their journey. After Loki insisted to use the soul connection that had formed between them, Ryuu received their demon form.
After being released of his prison by Ryuu, they wouldn't leave their side even though Ryuu didn't like him that much at first. After the accidental release, Ryuu couldn't get rid of Loki, their souls linked in the process, so after a long while they became friends and after that partners.