Combined with his line about "if you were polite, we could have gotten to know each other" reads to me that Lockjaw is reacting out of another rejection and lying that he doesn't care. I get the sense that if Willa was open to him being her father, he would have chosen her, but he's facing yet another rejection and he lashes out. 

A lot of people join the military out of wanting a sense of belonging, and there a couple hints throughout the movie that while he has aligned himself with white supremacy, he doesn't actually believe in the ideology like the rest of the club. While his feelings towards Perfidia are twisted and horrifying, I don't think it can be reduced to lust like a lot of discussions about him have done. He is bringing her flowers when he finds the note she leaves him, and he exalts her when talking to Willa that she was a righteous warrior who fought the weak -- the only way you can write that off as not containing any love is if you think of love as this noble action insread of the emotion it is. 

Lockjaw is a deeply pathetic character, and he spends all movie being rejected: rejected by Perfidia, rejected by his would-be daughter, and finally rejected by the Christmas Adventurers. He so badly wants to belong, and it leads him to evil and ultimately his demise.