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As far as I remember, he was the only Beagle who got a gift from Santa, so he's probably hiding Roxanne because he knows all his brothers and mom will try to make her a criminal.
Although, perhaps he received this gift by mistake, so that he could give it to Roxanne later.
Idk if this is a unique theory…
But like… image the story. Giving up a life of crime and separating himself from his family for the sake of his daughter. Did they disown him or is he hiding from them? Do they know he has a daughter at all?
It would explain why he’s so protective of Roxanne..