They've chosen a young agent to play as Lelouch's brother, so it leaves Rolo enough flexibility to change even through that sort of mission. He's been with Lelouch for at least a year and Lelouch, being who he is, probably showered Rolo with as much brotherly affection as he humanly could the way he did with Nunnally. Even that's bound to warm a trained soldier's heart.
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