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as kids, i imagine kain got in a lot of trouble. all three of them were little trouble makers, (i mean, c'mon. three kids running around a castle? they're bored.) but only kain ever got in trouble. it seemed obvious to the king and rosa's parents and cid (and basically all of the adults in their life) that kain coerced them into spending their time making mischief rather than dutifully training as they should've been.
obviously, this was not the case. have you met rosa? that girl was out and about as soon as she heard cecil and kain might've been exiled from baron. she headed straight for damcyan, even though her lack of experience with heat had her ill almost instantly. rosa acts first and thinks later- if she wanted to sneak out to the town during training, she was the one begging kain and cecil to help her.
and cecil, despite his almost-inability to actually tell someone "no", generally went along with it. he noticed early on that kain was taking the brunt of the blame, and tried to take some himself, but between kain's self sacrificial nature and the king of baron's favouritism, cecil's attempts never held any water.
i bet rosa hated. (hated!) being treated like she was weak, for being a white mage. that she spent her teenage years proud and ready to serve, just like cecil and kain, but was always shunted to the backline and protected, despite the fact that she could protect herself. that being kidnapped by golbez and being forced to be a damsel in distress drove her insane. that she wanted to protect cecil and kain just as much as they wanted to protect her- maybe even more.