"To help her," this is the answer Shadow gave to the innocent Whittaker, but who helps others for free in this world?
The real reason why he helped her is buried deep in his heart.
'I am the "Afterlife Dagger" of the Shen Ze Yi guild, the guardian that keeps a balance between the world of men and spirits. The Arakazan feeds on negative emotions and Abigail was drowned in them. Sooner or later, an Arakazan would have targeted her, or she might have become "one", hence I helped her to fulfill my duties as the Guardian Sin of Wrath.'
The human world and the spiritual world existed as two sides of the same coin. Most awakened didn't know about the existence of the spiritual plane and those who knew were forbidden from disclosing any information about it: for if you gaze long enough into an abyss, the abyss will gaze back into you. Shadow couldn't talk about such stuff with anyone who wasn't a balance keeper.