Dancy is actually a complicated psychological character, which indeed needs to be the case for a character representing the thematic idea of the limitations of the loyalty of belonging. Dancy likes thrills and action and the adrenaline rush of danger: he has the true heart of a warrior. And, true to that heart in an unregulated or untamed state, he is reckless and daring when away from battle as well. His reckless daring causes him serious trouble that is compounded by fearful and reckless attempts to solve it (i.e., his daring theft of money from De Levis). When faced with the consequences of his recklessness, he finds he lacks the needed rectitude to bear the burden of his daring and recklessness, so escapes with the ultimate finality.