HBO: The fight stems from the Hound's need to protect Arya. What has the Hound come to feel for her?

Rory McCann: I think there was a transition. Before, the Hound saw Arya as kind of a meal ticket, a chance for survival and money. But by the end of it, he felt he was keeping her safe. There was a sort of father-daughter bond starting. Of course at the end, maybe the Hound taught her too well since she took his money and didn’t put him out of his misery. 

HBO: How did the Hound feel about Arya walking away? 

Rory McCann: He couldn’t believe it. She didn’t do the merciful thing. It's very disappointing. 

I was disappointed by that, too.