It means he wanted to marry her, or maybe he knew that Emma was pregnant with Henry but Emma didn’t think he knew, but he proposed and she turned him down?
Not necessarily. Assuming that the other thief was Bae, he would have a medieval mindset about these kinds of things. If they had “hung out” at all, he would feel he had to propose. Now i’m not saying that he didn’t want to, but by that standard if two people “hang out” before marriage, they need to get married.
He didn’t have to know about Henry at all. Just the act would have been enough.