He shouldn't want you, but he does.
He's sinful, after all, he was partly responsible for Sephiroth's existence. He wasn't the cause of it, but he could have prevented it. He could have saved so many people.
So, he couldn't understand why whatever more powerful being blessed him with your presence. He didn't deserve it, and yet, he met you, a person so kind.
He didn't wanted to grow close to you, because he felt unworthy of it. And, beside, he would only make you unhappy.
Still, it seemed you were stubborn since you were still attempting to talk to him, try to learn about him, like the things he enjoy, and while he acted like his usual cold self, he could feel his heart swooning. Goddamn you.
And, here you were, once again, talking to him. "Why are you still trying to get close to me?" He asked bluntly, after all, he was curious about your answer, since it had never been brought up so directly before.