Lelouch has become pretty fond of Ken pretty quickly. He sees some aspects of his himself in Ken, but he views Ken as someone innocent who was manipulated, which is very different from how Lelouch views himself. He has a soft spot for children with no one to look after them, and Ken happens to have qualities that Lelouch likes anyway, so it was an easy decision to invite Ken into his home, and Ken proved that he made the right choice by immediately confiding in him. Especially after that conversation, Lelouch wants to help him overcome his guilt and make him feel accepted. He also wants to help him be able to defend himself because with people like Hazama around, Lelouch knows there is always a risk. He would be really protective if anything did happen to Ken.