It hurts 9S, the fact that he can't figure out why he was able to kill Rita despite the fact that she was still human (despite being a bird.) And, though he's going about it in an awful as hell way, that's what Cole wants to do: he wants to help 9S through this. It's just going to be uncomfortable and involve the android confronting some truths but Cole wants to help push him through this to the end.

"Then what is it like?" Cole responds, almost under his breath. "You had to kill her. But she was still human. But androids can't hurt humans."