House Elfs - why DID Dobby help Harry?

[samnanya]

No: HPFGUIDX 81920

president0084
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Dobby left the Malfoy house to protect Harry Potter. JK has said 
nothing about Harry's family. But he must be from a pureblood family 
because Malfoy tried the make friends (on the train).<snip>
The hat wanted to put Harry in Slytherin (the Malfoys always go into 
Slytherin). So I think Malfoy and Potters are related.

samnanya
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I dont think that proves anything about Harry being a pureblood - 
especially since his mother was a mudblood, and the whole magic 
protection charm would be null and void if Lily was not Harry's 
mother.
I think that Malfoy acted under the principle of "keep your friends 
close and your enemies closer".
That said, I never did understand why Dobby got involved with Harry in 
the first place. Winky defended Barty Crouch even though he was 
despicable just because he was her master. Why would Dobby "desert" 
the Malfoy family? 
My apologies if I am missing something obvious.....