Sato felt bad for Cecilia as simply a victim of the schemes of nobility, just like him.
While it was publicly announced that his parents died in a car accident, Sato knew better. A car accident? Then why had the 9 year old Sato and the less than 4 year old Hayamo survived? Logically, having a much weaker constitute than their parents, they should have died, but they didn't. A miracle? If it were, then it makes sense but surviving without any severe injuries? Illogical!
Another fishy part was the fact that a robbery had commenced within a Primary level city, a city only below the Capital in rank. Minor robberies weren't much but something on a scale of having military grade weapons was fishy.
