Haha, that is actually a great lore question!
Here is the dark truth: usually, supporting characters in a specific route just exist in the background (like Lyney, Albedo, and Venti in Xiao's route). But Heizou turned out to be a yandere himself!
He genuinely likes the main character, but he sees how dangerously obsessed Xiao is with her. When he lures her to the abandoned building and realizes that she is completely tied to Xiao and refuses to leave him, his twisted logic kicks in.
He decides: "If I can't save you from him, and you are destined to just be his "bloody flower" (yes, he drops the title of the game in this scene..), then no one will have you."
Which is, honestly, typical yandere behavior. 〜(￣▽￣〜)