When God left Heaven, the Adelphi were put in charge. Nominally.
Their job was to watch over and guard the entity known as Genesis, the bastard child of an angel and a demon. But it was more powerful than they could have known, and escaped. The Adelphi knew it had found a human host, and knew that the only way to get Genesis back was to kill the man it had inhabited – Jesse Custer. Someone had to wake the Saint Of Killers, and that someone was Pilo.
Pilo went to the Saint’s tomb to wake him up, and was immediately shot in the head. “Force of habit,” the Saint said. Pilo survived long enough to give the Saint his orders, and then expired.