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Why is roll Mercury's favorite?
Oh God, first time answering an ask, bear with me here.
To answer your question though, there are three main reasons. Primary being that Mercury loves getting free stuff and Roll loves giving gifts. It's kind of a shock when Roll gives him a gift, she's actually the first one to ever do that, since he's always so used to stealing from other people. Not only that, but it was a thoughtful one too, some flowers Roll noticed he liked and a couple of premium E-Tanks. Mercury wasn't used to that type of kindness and was drawn in fast.
He also just likes how chipper and empathetic she is, the stardroids are more accustomed to negativity so it's not something Mercury sees often. To him, it was refreshing to meet a genuinely good person that wants to help rather than hurt. Initially, he thought she was gullible and always tried to find ways to get a rise out of her. Unluckily for Mercury, Roll can also be a troll when she wants to be and gets back at him when he goes too far. Basically, Roll's fun to be around.
He's also kind of fascinated by Roll's kindness and positivity and deep down, he reallllly wants that for himself, but since those traits aren't physical he can't steal them away like he usually does. Mercury can mimic them, but he ultimately has to change and become more than what he was made for.
If you asked Mercury himself why he likes Roll so much he'd probably tell you the first reason I mentioned like: "She gives me free stuff." While he does mean that, I think subconsciously, he holds a deep appreciation for Roll that he either isn't aware of, or doesn't acknowledge verbally.