Yazoo loves Loz, and this is something that seems to carry them through the very worst and most brutal of times. But Yazoo loves Cloud as well, and there is the thorn in the side of the whole thing: love is friend and enemy as well.
Hating Rufus is something that Kadaj knows how to do, and it is something he finds impossible to let go --as the man mocks him, belittles his desperate quest, he now finds that hate is capable of growth, and expansion, in ways he never imagined.
Dying is easier than the boy expected, and much, much more painful than he believes he deserves. But the moments are swift, and besides, being held by him makes this almost worthwhile, doesn't it?
When Cloud's blade comes down and very nearly ends Kadaj's life, he angles it so that it will cut the boy's heart in half as it cleaves him in twain. It is, he supposes, the least mercy he can give, as speedy a death as possible. Of course, the young enigma sidesteps, and earns himself a much later and much more brutal demise. An inherited agony that Cloud would be loathe to deliver. Yet he will do so, and Kadaj will feel the fatal kiss of that steel by proxy.