He guides Shinje because - I'm not sure if it's been mentioned here in the manhwa, but... - Shinje all along said he wanted to die after they defeat Almuten. He was created to kill Almuten. He was dying, and not waking up after everything was done. Yugeon thought it was unfair how Shinje gets to have his wish granted while everyone's alive and still suffering. So he rapes Shinje in his sleep/coma to guide him. The ending is also shit as it's not really a normal relationship. There's a disgusting codependency happening on them both when they get together. Others might find it sweet if they interpret it differently but that's how I interpreted it lol
It took me a bit of effort to find this. I didnt read the novel myself. This is just me passing along a summary of what someone else who gave a sort of choppy/confusing spoiler of the ending wrote.
Basically, they defeat almutun and afterwards shinje and hee soo are in bad shape. Yu geon guides shinje bc if not he would have died. Hee soo loses his sight bc Yu geon doesnt guide him (Idk why he chose to guide shinje and not hee soo, maybe bc hee soo was not on the verge of death like shinje). Yu geon dissapears after that. Shinje finds him again and confesses. Chan also confesses but Yu geon rejects him. Shinje and Yu geon start dating and there are extras where Shinje and Yu geon behave like a normal couple since guides and espers are no longer needed. The end.