Because if something happens to her - either by that guys hand, or another - I'll have contributed to it by my silence.
And by the way - she may feel grateful, but it's the kind of gratitude a slave feels for a slaver who doesn't beat her. A form of Stockholm Syndrome.
Furthermore, I come from a civilized country, where sex slavery and abuse of women isn't passed over with the blink of an eye. Forgive me for having a sense of right, and a moral compass.
What a morally corrupt pair you are. You've lived here too long.