Probably in an attempt to not show weakness ig he can't just tell everyone he's in love with her
He's in enemy territory- aka his brother's underground brothel. Anyone he speaks to will either rat him out, be questioned by the boss, and/or even tortured for information. He has to lie to save his and Hae-soo 's life.
But he already have away all the information his brother needed to ascertain their relationship by just walking into a building full of thugs just to retrieve a woman he is "just physically attracted to" . Also this is just me taking out my frustration.
Okay wait. Somebody tell me why he has been desperate and unconditionally in love with her this whole time. But, told that girl that she is only someone he is physically attracted to???? Hain????? What was that for???