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Yeonwoo only did that because he wanted to protect Keith from what happened last time.
The last time someone tried to assassinate Keith was in front of literally his entire bodyguards and Yeonwoo.
Yeonwoo felt guilty because he didn't check hard enough on who was coming in, and put that huge guilt on himself.
On top of that guilt he put on himself, Keith put himself on top of Yeonwoo aswell, making it difficult for Yeonwoo.
The reason why Yeonwoo said it's not his fault is because he feels like he needs to be blamed for all of this.
This has nothing to do with Yeonwoo wanting revenge before, but because Keith got stabbed and Yeonwoo didn't check correctly.
Again, Yeonwoo means that it's not his fault for getting hurt the first time, Yeonwoo thinks all of the injuries Keith has gotten when Yeonwoo was around, was because of himself, not Keith.
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In simpler terms, Yeonwoo blames himself whenever Keith gets hurt when he's around him.
Yes Keith is an asshole, but him protecting Yeonwoo like a good Alpha towards their partner should, this is good character development. He still has anger issues that need fixing.