It isn't that he's a god or anything. He's just a man who comes from a wealthy family and is a gangster of sorts. His friends beat up people and he goes around acting like he's the boss of them which he probably is.
He doesn't need to be depicted as invincible, seeing as he is traumatized and mentally broken, which has to lead him to think that he needs to destroy everything precious to him before anyone can take it from him, coming from his mothers' loss. He is scarred but takes it into account that only he can have certain things, seeing as his late mothers' death took a toll. He is ill, and that is why he cannot let Kyung-soo go.
Also, even if Kyung-soo ran away with Dong-Hyuk or by himself, there is always a way to reach out and contact people who have seen them, especially in Korea where acts like this aren't exactly taken seriously and also the fact that wealthy families have the upper hand...
time to send kyungsoo some tickets to canada and book an apartment XD
Someone needs to explain to my dumbass why Yule is depicted as a person of power. Yeah he is scary because of his psychotic tendencies but that doesn't make him a god. How will he know where they are at and why can't they just move somewhere else.