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Basically that they travel together. Guys didn't travel together much during this time. Both men also stayed together and looked after each other. That was unheard of in this very isolating setting.
This might help as well.
George also fills Slim in about what happened in Weed and how Lennie's aunt Clara died. He tells Slim about how George almost drowned. This gives Slim an understanding of how and why their relationship works.