As promised (to myself), an addition to the great propaganda plan of showing the wonderful relationship Saiou has with others: now with Judai. (You can find the previous destinyship focus here) Because their connection is incredibly important to both of them and deserve its own gushing.
Long story short: they're so similar. So similar it hurts. Their story and their state by the end of GX isolates them, and yet they're near mirrors of each other.
Both have seen their own hands commit atrocities born from their most negative thoughts. They have this other side that is neither themselves nor not them, Haou taking over Judai when he's desperate for power and safety, the Light of Destruction inhabiting Saiou through his wish to see the world end. They carry that guilt, fear of themselves that they have to face, and those darker thoughts.
Both struggle in social context, others finding them weird, their respecting powers putting them through a very lonely childhood. Judai can be perceived as charming or annoying for it, Saiou as strange or dangerous, but the process is not so different. Interestingly, Judai is not quite aware of what others perceive as weird in Saiou.
Both ends the story feeling inhuman in many ways. Standing as outcasts in society, a tendency to avoid their loved ones to protect them, they struggle to view themselves as people rather than monsters, or at least not quite humans overall. It may be more physically true for Judai, but Saiou never really knew anything else. Even as things settle and normalcy is within reach, they still struggle to grasp it.
When Judai thinks of leaving Duel Academy, completely cutting off his friends, Saiou and Kagemaru come to talk to him. Then, Saiou tells him he understands how he feels. He does, and Judai can't deny that. Saiou has already been through that intense sense of isolation and otherness, the fear of only ever hurting people around him. Judai is not alone in his loneliness.
Thats why it's even more painful for Judai to see Saiou fall back to violence and hopelessness. That's someone who helped him feel not quite alone when he thought it was impossible, talking about experiences he knows just too well.
Throughout the duel, Saiou keep using his cards to express to Judai how he feels. That's how they are, both of them, communicating through cards better than through words. The fool, a powerless weight that slowly kills them and prevent them from doing anything, placed in their deck before the duel started. Death, the frozen change that keeps them from ever finding joy. The tower, unspoken, not even perceived by Saiou, but the place where his darkest thoughts come out.
Yet even if Saiou expect Judai to hate him, almost asking him to, Judai is only worried and scared for him. Even after it is revealed he betrayed his trust by cheating, putting a card in his deck, Judai only wants to help him. He tries to remind him that he is the one that understood him, he's the one that encouraged him to do something good. That meant that much for Judai.
They have deep differences to their situation, Judai's path leads him to be a savior and a hero while Saiou has no purpose after everything. Judai struggle to grow up until he had no other choice but to and Saiou had to grew early, very early.
But they also understand each other in this particular way, at the crossroad of human and monster, through guilt and grief and sorrow.
(and, as a bonus... s4 and post-canon Judai comes pre-packaged with Yubel. And if there's one character who can get Yubel, from the dehumanization at a young age for the sake of a greater purpose to the experience of the Light of Destruction, it's Saiou. they never interact because their parralleling is so strong, the line couldn't cross.)