He connected with Marty's wife on emotional level, enjoyed their company, drowned out the world through drinking which someone who didn't care about anything wouldn't do, he was shook when he saw that little girl that reminded him of his daughter, he used to have a daughter and a wife which shows that he cared about something, he's a detective whose job is supposed to make things better, he hates the victimization of women and children and feels an obligation to his cases on an emotional level, he had daddy issues. This was all a facade for him to hide from his true feelings and shut himself off from everybody which Marty knew (not saying all of his beliefs were bullshyt). Why do you think he saved the black boy from getting shot up by the people when he could have left him? Because he cares. Rust cares. This should have been obvious the moment we saw his interactions with Marty after they got done getting interrogated by the other detectives. His whole demeanor was changed. The problem is that people had built up Rust to be this near mythical perfect human being when he really was flawed, not content with his flaws but flawed. In my opinion at least.