IMHO, Christian Slater has been playing 2 roles this whole series. The Mr. Robot with his hat on, psycho, the muscle so to speak.. And the nice protective guy that Elliot wished his Dad was, with no hat on.

It's all about the hat. In fact I remember a Jimmy Kimmel episode where Slater said something like that, and mentioned he might get in trouble for saying it.

I'll go look for a clip.