Winter may have confessed on an impulse but I get his point of view. Work is important but it doesn't make you happy when you are having a hard time, it doesn't heal your wounds.
Gyeol has been the one who made him feel better after being failed by his family and his management. His group members may be close to him but Gyeol is different. He wants someone that won't disappoint him and Gyeol hasn't so far, he was always there and found him when he was having a hard time when his family and others never did.
I think that if Gyeol got committed to him and accepted dating him, he would feel like he could lean on him enough to share everything that was burdening him so much. It may not solve anything but he would feel much better and Gyeol would look out for him when he's having a panic attack or a mental breakdown.
(Something worth noting is that Winter doesn't seem to enjoy being an idol so much, he mostly feels the pressure of his image and how he has to be perfect and bright for the fans, so he can never tell or show the bad things that happened to him)
Ofc, Gyeol's point is understandable too and what he's argumenting is a real risk. He has his own priorities and they're just as respectable as Winter's.
I actually liked the way Gyeol rejected him. There’s a bunch of priorities a person should focus on other then a relationship. Like you can’t waste the hard work and the sweat over something “trivial”.