In the story, And of Clay Are We Created, why does Rolf love Azucena more than any other women?

Rolf loves her above all other women because she needs him the most.... because they created a bond unlike any he'd ever known.

Rolf assured her that he loved her more than he could ever love anyone, more than he loved his mother, more than his sister, more than all the women who had slept in his arms, more than he loved me, his life companion, who would have given anything to be trapped in that well in her place, who would have exchanged her life for Azucena’s, and I watched as he leaned down to kiss her poor forehead, consumed by a sweet, sad emotion he could not name.