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Mr. Utterson is not a fun guy. He is not the life of the party, or even anywhere on the same planet as the life of the party. He’s a guy who sits with his host after the party and makes him sober and God-fearing again. He’s the perfect gentleman. He reads "dry divinity," goes to bed no later than midnight, has perfect manners, and is systematic, rational, and conscientious. Think of Mr. Utterson as the Victorian ideal (minus his penchant for being friends with sketchy characters):
But he had an approved tolerance for others; sometimes wondering, almost with envy, at the high pressure of spirits involved in their misdeeds; and in any extremity inclined to help rather than to reprove. "I incline to Cain's heresy," he used to say quaintly: "I let my brother go to the devil in his own way." In this character, it was frequently his fortune to be the last reputable acquaintance and the last good influence in the lives of downgoing men. (1.1)
Mr. Utterson’s friends are either related to him or he’s known them since he was a kid. His friendships exist because they’ve stood the test of time. Moreover, once you’re friends with the guy, he’s seriously loyal. When it comes down to it, he’s reliable, trustworthy, and surprisingly not judgmental. He lets his friends go their own ways, and even if they screw up, he doesn’t cut them out of his social life—in fact, his pursuit of the Dr. Jekyll/Mr. Hyde mystery was motivated largely out of concern for his friend.