I feel like he likes her and wants her to do well which is why he didn't want her to suffer when giving the kill order to the other girl.
I really don't know where this storyline is going which is good. Really season 6 has been just so so for me, just like the books. Shit peaked in book 3 and its never got to that level again.
Also... seems like the anticipated but unconfirmed Hound vs Mountain trial by combat thing isn't going to happen but who knows.