To answer THAT question, I think we can refer to the unlockable movie on the Gamecube version that tells the history of Rockman. It's been a while since I watched it, though, so I can't tell you exactly what they said.
Originally posted by Breakman:
Saturdays: The day Protoman comes over. He doesn't do or need anything, but Roll insists Rock to sit down and talk to him. So commences the 12-hour awkward silence treatment until Protoman disappears when everybody's back is turned.