Fai is a very mysterious character, and I think that besides Syaoran, he intrigues the reader with the lack of information we get out of him or his past.
It is very annoying at times when we get to know more of Sakura, Syaoran and Kuroganes' past than the magicians'.
Even now in chapter 120, the newest chapter (don't worry no spoilers) Kurogane gets to talk to him again and the reader gets a bit more of information out of him..
But now at this heights of the manga, we know everything of Syaoran and the meaning behind his strange past- but we still have yet to discover what really happened in Fai's life.
Overall, I am rooted to the manga, this character is by far my favorite character of all.
I can see Fai running away from Ashura because he was more than his court magician.
Sorry if not all of you like yaoi, I mean no offence.
It is likely that Fai was in some sort of relationship with Ashura, perhaps best friends (like Yukito and Touya), war veterans or even more than that.
It could be possible, since we (the reader) get hints of yaoi from one of the side stories in Tsubasa (Shurano/sharano with Ashura-ou and Yasha-ou beinga couple) CLAMP has many strange couples and ideas, then again their originality and style in their stories is what made them what tehy are today.
Then again, he could've been his most powerful mage/soldier and used him in a way so horrific that he was forced to turn against his own king because he realized too late that he was being used for such malicious cause....
Or something of that sort of nature.
Man... I could go on and on, but I have to shut up now ^^;