Maybe because the story is based on Hiyori's POV ... But, I don't feel that Hodaka's feeling is on the same page as Hiyori's. Since he's a demon, his actions are driven by mostly his demon nature. Hiyori is also too infatuated with him for now. So, I understand the worries of his nii-chan
He'd rather die than let you live with "the imaginary wive" .. why would you still doubting his love for you, Joshua ?