Keep boosting his affection through interactions and eventually you'll get a series of scenes that will get you the second heart. It'll be a scene where the MC questions if horse satyrs understand love and affection and leads to other scenes where you talk to rose and give him a flower
I have 76 affection and that's after the second heart interaction with Arion so it definitely isn't supposed to happen at 80+. Maybe it's a random scene? It happened to me when I went to talk to Arion during the day and after the conversation I was told to talk to Rose about Horse Satyrs and whether they feel affection or not. I didn't have a special item on so it isn't that as far as I know. I dunno what the prerequisites are but I'm sure you should have it by now. Unless ur on the wrong update (24) or something