Sarah and Alice, these two young women, were recalling the reason they wanted to save Don. Four months had passed, and for four months, they had been living with this man along with several others. This man saved them. He was the reason they could retain sanity and not break down or give up completely.
In the beginning, when they first arrived, they were still afraid. Afraid that something could happen to them, that they could easily be sent back out there into that hellish nightmare. Forced to endure the same things they had previously been forced to endure. Just thinking about that at the time made them come to the realization that they would rather kill themselves.