The game really makes it clear how much Bayek loves his son Khemu in your brief father-bonding time. The fact the Order of the Ancients not only threaten to kill him but actually make sure they redirect Bayek's blade to be the one to kill him shows these particular Templars are scumbags on a tier with Rodrigo and Cesare.
To add to Bayek's grief, in Ancient Egypt, the Egyptians believed that for anybody to stand a chance of an afterlife, their body (in particular their heart) needed to be intact. In addition to killing his son, Bayek is haunted by the belief that he has denied his son an afterlife, subjecting him to a fate worse than death.
One of the constellations has Bayek and Khemu talking about the kid having a crush on a girl he knows. Bayek comments that his son is growing up too fast for him. Another constellation has Khemu wishing to marry and start a great family when he grows up, which his father happily encourages. Considering what happens to Khemu later on...
One of the main quests involves a seer giving Bayek a dream/nightmare where he, after some trials and tribulations, ends up finding his son in the Field of Reeds. Afterwards you can go back to the seer for a quest in which Bayek asks the man to rid him of this apparently recurring nightmare. During this quest, the seer asks Bayek to recount the story of the dream, and he does. When he reaches the part where he encounters his son, Bayeks's voice utterly breaks on the words, and he's ultimately unable to finish...
The Foregone Conclusion that Cleopatra is going to turn out to be a bad guy who sides with the Templars, Egypt is going to lose its independence, Julius Caesar is going to be assassinated by the Assassins, and the whole world as the heroes know it is going to die out. Then you get to see it happen.
After the said betrayal happens, Bayek and Aya are simply cast aside. This, in combination with other things makes them turn upon the very Queen they once supported. When Aya reunites with Cleopatra following Caesar's assassination, it is clear that any friendship and loyalty that once existed between them is now gone. The proof? Cleopatra attempts to strike her former follower, who pulls out her hidden blade and threatens to end her life if she does not do the right thing.
For anybody who has played Assassin's Creed II and read Amunet's file, you know how their story ends.
There's also the fact Bayek and Aya believed they could defeat the Order of the Ancients but their conflict will literally span another two thousand years without interruption and no sign of ending any time soon. The fact it begins as a simple Roaring Rampage of Revenge also means it's not nearly the ideological crusade many assassins believe it to be.
Shadya's death at the hands of the Crocodile. Bayek and Aya are not the only grieving father and mother in the game.
The build-up just makes it worse. Bayek learns Shadya and her mother have been taken by the Crocodile, and rushes to their location, where it's possible to overhear two guards lamenting what the Crocodile did as unnecessary. Then you find Khemut, just staring at the water and weeping. It doesn't take much to put two and two together when Senu's scan shows you to go underwater...
The fallout to this tragedy is also sad, as Khenut devolves into a sobbing wreck gone mad with the loss of her daughter, while Hotephres sleeps around in the locale after giving up on both his daughter and wife. Fortunately, they snap back after seeing the real battles which need to end.
The murder of Shadya was so bad that the Gallic Brothers, one of the most vicious bosses in the arena, leave the Crocodile in disgust rather than follow through the act of her murdering a child.
It can cross into Nightmare Fuel territory if you find Shadya by swimming to it, seeing her lifeless body still tied to the rock looming out of the murky depths of the Nile...along with other bodies tied to rocks, all victims of the Crocodile.
The worst is the But for Me, It Was Tuesday attitude that the Crocodile has all through her death sequence. She doesn't plead for understanding, and she doesn't rage at her death. She just seems... bored as Bayek roars Shadya's name at her, not at all impacted by the declaration of the name of one of her victims, as she sees all Egyptians as beneath her.
During The Hidden Ones, set in 38 BCE, nearly ten years after the events of the main game, while exploring under Rufio's octoreme, you can find more people drowned in the same way, which Bayek compares to Shadya's death. Nearly a decade, and he still remembers and grieves for her.
Though a note found during The Hidden Ones DLC indicates it to be non-canon, it is also possible to end up killing Kensa, Bayek's old friend from Siwa, alongside Benerike/the Crocodile, as she had just been hired as a bodyguard.
After Act 3, while playing as Layla, it's possible to find some photos of her and her friend. Layla's only comment? She cries. Even if you might have found Layla a little unbearable, it's not hard to feel some sympathy for her at that point.
The moment when Septimius is right at Bayek's mercy, and is close to killing him for killing Khemu. Too bad Caesar insisted on him being punished as a Roman. Bayek pretty much loses it as he's betrayed out of his revenge.
Also the fact that later in-game Septimius pretty much brainwashes both Caesar and Cleopatra into becoming their new Puppet King who turn on Bayek and Aya weeks later.
Despite being a member of the Order of the Ancients, the Hyena is surprisingly sympathetic. She doesn't want power or to rule over others, she just wants to find a way to resurrect her daughter who died as a child. Even when she's dead, she begs the lord of the Duat to bring her to her child. Unlike the others, Bayek clearly takes no satisfaction in her death.
Taharqa's wife horrified, heartbroken reaction to learning that her husband was the Scarab, and thus responsible for so much death and destruction, including the torture and mutilation of her father. When she tearfully begs her father to assure her it's not true, all he can do is solemnly confirm that it is indeed true.
Kawab, his son's, reaction is just as bad. He harmlessly punches Bayek, claiming he'll have his revenge and that he hates him. When he becomes an adult, Kawab starts his own organization, the Shadows of the Scarab, making it clear that he still wants revenge for what Bayek did to Taharqa. Fortunately, it has a good ending. Bayek convinces him to let go of his revenge and join the Hidden Ones.
Pretty much the plot with most of the sidequests, where Bayek helps either to avenge the deaths of the quest giver, or to stop the atrocities committed by unscrupulous dealers behind the scenes, or helping the quest givers accept the deaths of their loved ones.
The situation with Taimhotep, wife of the high priest of Memphis. By the time Bayek meets her, she's lost three children in the last year to miscarriages, and as a woman is blamed for it, even though they're the result of poisoning. One side-mission after Bayek's killed The Lizard begins with her, pregnant again, singing to her unborn child... and if the player waits to hear the whole song, she's unable to finish, instead breaking down into tears.
And then there's the high priest himself, Pasherenptah. The poor man has so much on his plate, he doesn't know what to do. Memphis' air is polluted by the foul stench of rotting corpses, crocodiles are acting even more aggressive thanks to the Lizard's henchmen feeding them way too much meat, the Apis bull has come down with a mysterious illness that's later revealed to be poison and his wife has miscarried three times thanks to the same poison. He breaks down weeping as he begs Bayek to help him and his wife.
In one mission almost all of Siwa travels to the Mountain of the Dead for Hepzefa's funeral, and Aya can be found in front of Khemu's grave. The look on her face is just...
In your final mission as Bayek, he manages to defeat the Lion, Flavius, the man who really killed Khemu. After a long and drawn-out battle, Flavius orders him to just get it over with, but Bayek falls to his knees and screams that he can't do it. It's not due to guilt or a lack of willpower, but something much more personal. For the last few years, his whole life has been driven by revenge, a desire to avenge his son. Bayek knows that once he kills Flavius his mission will be complete, meaning that he will lose the last remaining tie to his son. It takes reassurance from Khemu's spirit for him to finally carry it out.
As the title of the game suggests, we witness the origins of what will one day become the Assassin Order and see how the conflict between them and the Templars began. Yet the Order's birth had nothing to do with honour or glory. It is nothing like the folk tales we all knew and grew up with, nor some great legend about some unstoppable warrior. The order was built upon the blood of an innocent child and a broken marriage. Speaking of which ...
It is made very clear throughout the game that Bayek and Aya really love each other. Yet the death of their son and the campaign of vengeance that followed changed them. It opened their eyes to the big picture and as a result of what they saw, their bond began to lessen. During one final meeting on the shores of Alexandria, Aya tells her husband that they simply cannot be together anymore, they both have a bigger calling. Bayek is reluctant to accept this at first, but after listening to Aya, he realizes that she is right.
As the pair lay down the tenants that will one day guide their order, Bayek removes the eagle skull necklace that once belonged to his son. What he says next, undoubtedly made a few people cry ...
Bayek: I am fine with this. I am not a father anymore. I am not a husband. I am not a medjay. I am a Hidden One.
Aya, clearly hurt, but trying to act proud compliments him on this. Then, as if to solidify what they are doing, she calls him "Bayek of Siwa" almost as if he is a stranger ...
When she then asks him what he believes in now, Bayek, in a determined but broken voice, tells her before leaving: -
Bayek: A new creed. Ours is finished.
Yet despite this, it is clear from their correspondence at the end of them main game, their meeting in The Hidden Ones, and the letter Bayek wrote in Valhalla that they still have feelings for each other. Word of God has confirmed that despite this, they remained separated for the rest of their lives, meaning that they were only truly reunited after they died.
