The idea of a character being "real" and being truly impacted by a players choices is a common trope in these kinds of games! It's part of the storytelling; you have to suspend your disbelief, just like you do for movies or any other story you see.
I suppose it's more of a personal taste thing! I personally enjoy the sort of meta self awareness the trope plays with; I know logically he's been programmed to say all this, but it's fun to play along and pretend he *does* have a true life inside the game and is aware of us. That's the story the dev want's to tell, and it's a story I like seeing!
But for you, it might break the immersion and isn't as fun. And that's okay I think! Not every story works for everyone.
I DO agree in that I wish there was a way we could stop hurting him when he asks. But the dev themselves said it was kind of a storytelling aspect too- you made the choice to go further, spend the money you need to make getting it easier/to be sadistic, and you gotta live with that. You treated it like a game and didn't care how it'd affect Harvey, so in the realm of the story that's a decision you have to see through.
It's also me mostly me wanting more endings/dialogue lol, I just love discovering the different parts of these games.