Not sure if it's Stockholm syndrome, seems a lot like stress/frustration tears.
Tolerate being treated as a sex toy --> get let go as a concubine and set adrift
Run away with the supposed love of his life --> get sent back to the palace and realize she's a cheating ho
Stay bitter for your hostage situation --> realize he's getting let go for real or has to pay rent but has no set destination to go and probably no idea of what his prospects could be
I imagine he's probably stayed resentful of the princess for so long that now that it's gone and now that his lover has been revealed to not care as much as he thought, he doesn't know what to do if he can't hate the princess or love the heroine. No business connections, no hobbies (? other than sex and being cranky), no friends (?). He must feel lost now that his daily schedule of hating the princess and going for the heroine is disrupted.