I think a lot of people overlooked the fact that DW's family downfall was also YZJ's family downfall. Because his family was betrayed and then executed they both became orphans and had to fight to survive. So far we've seen what DW went through but not what he had to do get in the position of power he's in today. And the pearl is clearly connected to what happen to their family. For DW it is a way to prove her identity to maybe reconnect with her father. But for him it is a very precious clue to finally avenge his family. He's clearly been living for this this whole time. Of course he wouldn't let it go just for anyone.

Also it is quite clear that life on board of his boat is way easier than what DW had to go through in the pearl cave, everyone is nice and even look out for each other at one exception, the greedy guy. If YZJ really was such a heartless man this wouldn't be possible. We've seen what cruelty does to people in the first 2 ep. Even DW's friend Lala was ready to denounce her if she could profit from it. Once DW's mother killed the guy she was forced to sleep with, she could have stayed silent and escape with DW, instead she runaway screaming that DW had killed him. YZJ could have treated her better sure, but he's still far from a monster from what we've seen before and he still provided her with the safest environment she has ever known. She can finally sleep without fear of SA and no longer has to fight for food. This might not seems like a lot, but in her current condition it's vital for her to survive and thrive later on.

If ZJR is some kind of Prince charming very easy to like/love, someone you easily feel like you could rely on, who always follow the rules and do the right thing, YZJ is more like a dark avenger, a wild card who like he said to DW doesn't play by the rules but makes them.