Because
If one were to ask Xerxes Break why he is never without the blue-skinned cloth doll that resides on his shoulder, he would answer with a slight, mysterious smile, "Because."
Maybe not even he knows the true reason.
Perhaps she is only there to make others wonder about the white-haired man with the single red eye and a mysterious smile that promises to never yield the truth.
Perhaps it is to make up for the absence of a woman in his life, for how could he ask a lover to undergo the torture of being entangled with him? To be with him: a blind, crazy, old man with little time left in the world. He can never ask such a thing, for who could love him?
Maybe no-one but the lifeless figure that sits on his shoulder, staring at the world with blank eyes and an unsettling grin.
Perhaps she's there so he's not alone. For, although he smiles and laughs with the people he is always surrounded with, acting like their best friend or perhaps their worst enemy, he is still ultimately alone.
Maybe the constant companionship of the doll somehow makes up for it.
Perhaps the very sight of the strange doll is alarming. When one steps into a room and sees a large blue object dressed in bows and ribbons and straggly brown hair, sitting on the shoulder of one of the most dangerous men alive, the very sight of it is unnerving and surprising. It catches one off guard, leaving an opening for him to use the hesitation to his greatest advantage and to his opponent's potential downfall.
Maybe she is just another tool in the hands of a madman.
It could be because she was a gift given to him by the daughter of a dear friend. A small child then, she had offered the toy hoping to ease a smile from him, and doing so, had begun a lifelong friendship.
A token of friendship. A bond connecting him to her by loyalty and a promise.
Or, could it be that in his own way, the red-eyed ghost simply loves the deformed doll? Perhaps in their one-sided companionship, he has grown attached to it, this source of assurance that he is at least saner than a doll, a tool, and a gift. Maybe she is all.
Perhaps she is a reminder. Of a young girl with tawny-brown hair, wide blue eyes, and a gap-toothed smile, dressed in bows and ribbons. A girl he was sworn to protect once upon a time. A painful reminder of his ultimate failure of trying to change the past. A girl bearing the name Emily.
Maybe the doll itself serves as a reminder of her and a warning to take care of the girl that he's vowed to protect now: a girl with light brown hair and pale blue eyes, and a sly expression. Who, he supposed, if she wanted, could defeat the Baskervilles with one disconcerting smile and a whack of her paper fan.
Maybe Emily is there to ensure he doesn't make the same mistake. She is his accountability.
Perhaps her presence is to be a mystery with the answer known only to the man called Xerxes Break.
Or in truth, maybe she's merely there because.