He never understood why you followed him into the darkness, so willingly and without hesitation. You followed him without complaint to the end of the worlds. Quite literally, might you add.
On the other hand, you thought it was quite obvious as to why you followed him.
Riku held your trust, and you had enough faith to follow him into the darkness and believe in him to keep you safe, just as much as you trusted him to lead the two of you out of the darkness and back into the light.