Responses
He is already attached to his captive, I suspect that they were really close in Highschool, even possibly lovers or something similar, we hardly ever remember momentary childhood flings and that maybe what happened with the MC. He forgot and his captor is trying to force him to remember. Again this is my guess. So I don't think it's Lima syndrome when he was attached even before holding him captive.
He's attached to the old Dohyun he knew back in high schiol but he certainly doesn't have sympathy/empathy for the now captive Dohyun as Lima Syndrome indicates.
There is no Stockholm Syndrome happening but perhaps, would Lima Syndrome develop instead? Who knows?