Mercury had never had a real family.
The thought of having to look out for other humans, tiny humans, tiny humans who shared his genes, was too exhausting for him to even entertain. He preferred not to think of how his father likely ruined any dream of him having a 'normal' nuclear family instead amounting his inability to have a family to all the poor life choices he'd made up until this point, which now had him working under a belligerent being who sought to destroy the world.
But you made him have hope.
Mercury still didn't want kids, even after the two of you became romantically involved, it just didn't seem plausible after all he'd been through (and he'd be damned if he had a kid who ended up murdering him due to his inability to be a proper father). But a family... it could just be the two of you, right? He had plenty of dreams that seemed simple but reflected his deepest desires for the two of you to be as far away from this mess as possible. You and him, together, in your own home, no danger, no Salem, no problems. It was just a pipe dream at this point but he was determined.
You were his family.
And he would keep you safe.
No matter what.