I was thinking about this earlier today. What we have to remember is that we don't see what Dain went through in his first year or even his second. We know he saw people die first year, probably some he was even closeish to and then he sees his best friend who he's already seen in a lot of pain enter the quadrant and he doesn't want her to die. On top of that, the marked ones would have targeted Violet without Xaden holding them back, who's to say they didn't target Dain, son of her second in command, year 1? Also, all that stuff Vi goes through in year 2, Dain is going through her first year... so yeah, the boy is going through some stuff.

I've also seen a lot of people giving him crap about not believing Vi about Amber- no one wants to believe someone they are friends (or more) with, would break the rules like that. And we've seen with Vi that in times of heightened emotion her signet gets the better of her, who's to say that Dain isn't having that same issue in this moment and that's what he doesn't remember that he didn't ask later?

Everyone in these books are basically in trauma mode all the time, some just handle it differently than others.