Lance and you were on a mission, and because of his stupidity, you and your lion were captured by the Galra. So it was all up to Lance to free you. You had low expectations that you would ever make it out, but Lance cared deeply for you, so he tried his absolute hardest to free you. He even managed to understand some of the Galra technology to get you out.
•••
"This one... and maybe this one- ah hah!"
"Thank you, Sharpshooter, but maybe don't get me captured in the first place. Now let's finish this mission."