i'm not too sure about the police station part, but about the sauna.. i think that it was a "bad" thing because he went to the sauna so that he wouldn't have to undress and shower (maybe even sleep) in the same house as his uncle..because you know what happened before that. correct me if i'm wrong anyone. ╮( ̄▽ ̄)╭
I don't know about the police situation, but I can help clarify the sauna situation. There are Korean saunas that are open 24/7. When Bum went to the sauna, he spent the night there to get away from his uncle's abuse. Because Bum was gone, the uncle took his anger out on the grandmother. The grandmother is now bitter because Bum "left" her to deal with the uncle. She probably feels justified in her anger because of the times when she's fed him despite being told not to and when she gave him the money.
I think it was being implied he had been stalking people since he was a kid. But it's possibly something else too. Maybe theft etc.
As for the sauna thing, I think it's because of their living situation. They're not exactly the kind of family who would go to a sauna just for kicks. The uncle's probably the bread winner, perhaps that's one of the other reasons why he's so superior and holds so much control over the grandmother. They're a 'family' who's barely making ends meet. They basically just don't have the luxury to go to saunas. So it's a pretty big deal.
there's something I don't get (well actually a lot) but why is Bum at the police station? Did he get caught trying to do it with a hooker? Is this illegal in Korea? And why is it a bad thing he went to the sauna? Can someone please explain?