That was a psychological trick on Jay's part. Jay knows how to play the long game (and not just with Yoohan, as you will see shortly), and he is doing what he does to win Yoohan over. Yoohan is actually more comfortable with a Jay that makes threatening remarks and appears not to have any real affection toward him. He perceives an affectionate and loving Jay as a real threat, because he doesn't want to feel good, as he believes he deserves to suffer for the deaths of his brother and mother. When Jay slips up and let's his real feelings show through, Yoohan gets angry because feeling happy inside seems wrong.
The dude literally said he would f is corpse so... I think this is the least of what he would do