You just don't understand depression. He isn't trying to be rude, think of it as a psychological defence mechanism that's supposed to keep him from getting emotionally hurt, but it screws him up in the process and pushes other away from him.
To someone who thinks himself almost worthless, a potential mate who loves him and wants him to be happy is a nightmare, because it is in such sharp contrast with how he sees himself. He constantly asks himself, why would somepony so far out of his league even want to be around him. Is this a prank? A bet? A trap? Is there something secretly wrong with her? When the thought that her feelings are genuine crosses his mind, he will think that she would be better off with someone else anyway. And feel insecure that if he marries her, one day her infatuation is going to wear off, she will see him for the failure he is, think that she is wasting her life with him and take it out on him, then dump him.
All these worries and doubts damage not only him but her as well, so he is right in a way. The sooner this ends, the less hurt they'll both get. Nimaru captured this state of mind very well.
If she manages to heal him (or rather when this being Nimrau's comic), there will be crying and much of that dark cloud will transfer to loyalty.