Heena's presence and purpose in the story is to give Nakyum options which he didn't have since coming to Seungho's residence. She's there to speak some sense and logic to Nakyum. To show and tell him that there is a way out if he wants to and that it's not yet too late. She's probing Nakyum and this so called feelings, shaking it when it's still weak and not yet established. He is telling Nakyum what an outsider would say about Seungho. But Nakyum have seen his worst so far, his nightmares, and have a gist of his past. It wouldn't be as easy to leave when you already came to start understanding someone.
I almost forgot how Nakyum was so vocal after all this huge communication gap that Seungho & Nakyum had for the past couple of chapters. Yes, Nakyum used to be vocal and straightforward. He wasn't afraid to talk back to Seungho back in S1. Seungho calls it insolence but it was simply a part and nature of Nakyum to be honest and straightforward. But ever since Inhun insulted him, he became so timid and kept things unsaid especially when he's hurt. Now, he only becomes honest and vocal when he's in bed with Seungho.
So when Nakyum answered Heena point blank, it was like a subtle slap on her face. What Heena didn't know was how Nakyum attempted several times to run away and reach out for help, ow he thought of going back to the Kisaeng house. But when the very man he thought would help him began digging a hole for him, insulted him, and realized that he doesn't have anyone or anywhere to go since he was told not to come back, he lost all the courage to run away and leave. How is he supposed to send a word and come back when he was practically kicked out without knowing the reason why? So he began looking at his current situation and thought, "It wasn't so bad" and unknowingly started opening his heart to Seungho.
Nakyum might still not be able to label this immense feeling he has for Seungho. And he knows, his logic is telling him to run away, to leave and save himself, that he shouldn't be feeling anything towards Seungho after all that he's done to him. But his heart has been saying otherwise. It probably seem like this thing, this feeling is absurd and do not make sense to him just like how Seungho perceives his feelings for Nakyum. He's torn between what's logical and what feels right.
Nakyum was overwhelmed by the thought of Seungho having feelings for him that he cannot leave. To him, it was impossible, a lie. But it weighs heavier than anything else to the point that it makes Nakyum cry because Seungho's feelings for him makes him torn and confused.