He took the persona of Longfellow Wright when his wife was murdered. Longfellow was the private investigator who took his imaginary friends and stuffed animals to Heaven when he was 14. Longfellow had the reputation of being cold-hearted and unfeeling but seeing his first love in need melted the glacier that he had within his soul.
People could use that to their advantage, kidnap her and threaten her life. He knew that if he took the case, he would be placing her in grave danger, but there was something about the way she asked, pleaded, for him to help her, despite major misgivings.