Personally, I think he's not really joking, but it's more of a survivor's guilt sort of thing. "She wouldn't have died if I hadn't..." sort of thing.
Then again, maybe he did something in the heat of the moment, and she got 'resurrected' as a constant reminder to him to punish him.
That'd be interesting if the whole thing about Kowloon is that it's a literal extension of hell on earth, where sinners are passively aggressively tormented.