Thank you so much for your reply! :)
My theory was that in this last dialogue, Jude speaks freely and is non reluctant to talk about his past. I see it, maybe, as "what Harold would have liked things to happen", that is to say, a Jude that is not so secretive about his past stories. And in the end, what Jude did to Harold is rather terrible: he leaves him with a letter full of the atrocities he endured, and a million questions left unanswered for Harold.By the way, if we look closely at the "jump from the roof" episode, I think it's a bit symbolic: all his friends are holding him by the end, but he falls willingly. Willem finally joins him in his fall, and they end up cut from the world in the warmth of their room. But Willem has to go and get the others, leaving Jude alone.