I'M CRYING....
The trauma of being whispered to that he's an awful person for 400 years because of one mistake. He thinks Rumi's going to hate him when she finds out that he abandoned his family (but if that's true then why did he bring them to the palace?) and he couldn't stand that. So better he hurt her now so that Gwi-ma is happy with him and he can have the memories of betraying Rumi & his family erased (evidenced by the scene where he thinks of her & his family when asked by Gwi-ma if he's ready to forget everything). We also have to take into consideration of if he was invited to the palace by the King. 400 years ago refusing the King's invitation wouldn't be possible…. even if the palace shut your family, that you brought with you, out. Additionally, it should be noted that many people leave their families behind to seek a better life. Many times they do so with the thought that they can send financial help to their families back home, only to find out that they won't make enough money to do so. It's very possible that Jinu thought he might be able to send them money, only to find out that the King would only be providing room & board.
There's also a theory about the other Saja boys that brings a sharper focus into Jinu's tragic backstory and how Gwi-ma turned his first wish, to no longer be suffering starvation, on him…. Which makes you think about how this new promise of forgetting the memory of his family and Rumi would be turned on him if he hadn't saved her.
That theory is that the photo on the wall of the charlatan healer's office that Rumi was looking at is the demon boys when they were human (excluding Jinu, because he was sucked into the demon realm 400 years ago). People think that they were an unsuccessful boyband and they each sold their soul to Gwi-ma. Mystery was promised anonymity after being stalked by crazy fans but is now the least favourite member, Romance was promised to be loved unconditionally because he had a reserved personality that made him seem cold but now he only experiences the shallow love of fans, Baby was hypersexualized by fans and was promised to never be sexualized and is now infantilized, and finally Abby had body dysmorphia and was promised the perfect body but now is only wanted for his body.
Jinu was promised to be rid of the starvation of hunger and was given the starvation of peace. He was promised a beautiful voice but was given the never-ending screams of his family and voices in his head telling him he's a terrible person. KPop Demon Hunters is not a comedy. It's a tragedy packaged in hope for a better future. And he gave up that hope for her. He had a guarantee of peace from the voices in his head, and he chose the unknown instead to save her life.
They didn't have enough time. They deserved to be free together... and my heart is absolutely broken.
