Oh, poor Helios/Pegasus. Why wouldn't those nasty Sailor Scouts trust you?(well, other than Rini...) Other than the fact that you're a talking horse who likes little girls. Which is a fine reason in itself.
Other than Rini's love that dare not speak it's name #2(#1 being Darien. Hotaru/Rini is a normal, semi-healthy relationship. Except for the heart snatching bits.), there are some other reasons why our flying friend can't be trusted. Why? Well, let's take a look at the group of people we have in Sailor Moon SuperS, shall we? There are carnies, and there are good guys. And while good guys don't all necessarily wear sailor suits and fight for love and justice(it's not like the people being dream-raped or hit in the head with billiard balls are evil...), we see some patterns in the carnies, don't we? And a few similarities between Pegasus/Helios and the carnies...
Let's have a look, shall we? What do all the carnies have in common? Bad taste in clothes. Really bad taste. Every day is laundry day when you're in the Amazon Trio or Quartet, Zirconia's taste in cloaks makes Pat from SNL look like dreamboat(of distinguishable gender), and Nehelenia needs to learn that Lee press on nails don't go with everything. And let's look at Helios. Who dresses him? Look closely--he's even ripped off Tigereye's shoulder...uhm...things...

What else does everyone at the Dead Moon Circus have? Little head jewels, or whatever those things are. Trio, Quarter, Zirconia, Nehelenia...and what's on Pegasus' head? A jewel. Sure, it looks different, but the Starlights are sailor senshi and their outfits look completely different than that of the solar system senshi...(yeah, like you were supposed to be taking this seriously?)
