It may be how he truly feels and he may feel hurt by it but, to express it is effectively emotional blackmail and shaming.
I haven't expressed outright to my Dad that I'm suicidal- and have been for 35 years. At my worse though, cracks have started to appear. I outright said 'life was shit' at one point. He responded similarly that it was surely still nice to see him. I suppose they like to hope that their love makes it worth it. In my case though, I probably have his (practical) love and support for maybe 1% of the year. The other 99% is down to me to get through and pay for!
The feeling is different to the action too. My Dad's 'love' or connection to me doesn't in any way really reduce how suicidal I feel. It does stop me from acting on it though. That infuriates me if I'm honest. Love becomes a warning/ tether not to hurt them. I'm reminded at each phone call to look after myself because: 'I'm precious'. On the face of it, that sounds sweet but it isn't really. It's effectively saying- I don't care how much you hate it here. You need to stay for my sake.