I didn't really figure a connection between them. Just drunken kung-fu master.
I remembered one scene in the anime where Pai got mad when she remembered Lau abandoning her sick mother.
And then Shun Di conformed her, saying because there is nothing Lau could do anyway.
Lau knows her wife couldn't be cured and isolated himself in training to overcome his own anger and sadness.
He knows that Pai would take care of her better than him in her final days.
