i SO agree with you. ASR is only using Khushi to hurt Shyam -- in his mind he is hurting both of them coz he feels they love each other.
Because he's keeping her from him - unknowlingly - he does protect Khushi - but he's not protecting her knowingly.
Had he wanted to protect her - he had perfect opportunities: when Garima slapped her, he did not stand for her. He felt her alone to face the wrath. he may have made the wedding formal - he may have announced it and done it proper - no one could have stopped ASR from marrying the girl he wanted. No one in his family would have denied Khushi - no one in Guptas would have denied Arnav's proposal either...
The very manner he married her shows how much he wants to hurt her. He's using the stuff she holds dear - MS and sindoor - to make sure she's hurt where it hurts her.
He may not have been happy about the 'orpahn' part - perhaps he wasn't even aiming for that - but he did not let her see that it hurt him... he is hurting very badly right now! Love is just pain for him right now.
Somewhere deep down he does love her - so he feels a twinge of guilt or hurt himself - but then right now, the only thing on his mind is Anjali Di. As far as his sister goes - ASR is pretty selfless - he is willing to hurt himself but not his sister.
This ain't very easy on him.
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