Maybe it's also because Yeonwoo owes Rosa mother.
ye she indirectly paid off his debts by paying for his "services" in that club
he never pursued rosa's mom. basically rosa's mom saved his life by repaying all his debts and provide for him financially, so he doesn't have any other choice than giving his body in return. he never liked rosa's mom romantically, he just said those things to deliberately provokes rosa, making himself the target of her anger and frustration hoping that over time she’ll become emotionally dependent on him despite hating him
tl;dr he's a masochist
Ok like I still don't get it and I forgot if he had a crush on rosa from the younger days why did he pursue her mom? Like did he wanted rosa to despite him? Did he like that? I genuinely can't recall