Being Captain of the Canterlot Royal Guard is a tough job be it from dealing with the public or, more often than not, the boredom. In those times, one's own past and thoughts may be a greater adversary than any attempt on the Princess's life.
Gallus comes home after one such mental battle, hoping to find refuge in the one place he knows the enemy can't touch him.
Spoilers for Season 9 Finale and Epilogue