It was more like this:
-Rothion died=Patroklos became an Orphan
-Setsuka was training a group of orphans somewhere in Europe. Patroklos just happened to be one of them, and he JUST HAPPENED to like her style so much that he wanted to learn more of it.
-Patroklos desired revenge, but Setsuka suggested him not to (meaning her SCIV ending was somewhat canon)
-Patroklos pulled the "Classic Yun-Seong" move, and still wanted to avenge his mother anyways, so he ran away from Setsuka.
While the whole connection with Patroklos and Setsuka is a nice touch, it was obviously made AFTER the release.