Sirius has always promised Regulus he'd never leave him alone. No matter what their mother did, or what she said, or how many curses she threw, he'd always be there for him. And Sirius keeps his promises.
Even if 'there' isn't 12 Grimmauld Place.
" Sirius drags his trunk to him, but Regulus just shakes his head, “This isn’t smart.”
“Maybe it’s not,” Sirius reasons, “But it’s safer than anything you’re getting here. Come with me, Reg.”
Regulus contemplates it a moment before he bites the bullet and grabs his trunk from Sirius.