They did come from the same place, that same place that led him not to trust others around him, a place where the other members would not hesitate to stab him in the back. Roxas maybe didn't know it was that cutthroat, why the help was a surprise.

"I...you're sure you want to be paired with me?" He looked a little sheepish. "I mean, I'm not really good at fighting and I can't right now anyway. I don't have any skills or any powers or anything right now."

Demyx felt weak, vulnerable and a little lost without those things, but he would persevere. It wasn't that he wouldn't want someone to stick with, he'd just never had that.