Can someone explain why is he mad when he technically saved him from his dad

Oh because "Heart" is a very twisted masochist in shallow denial. His father's abuse was his only source of sexual pleasure and he isn't able to let go of those attachments... kinda. It's implied that Heart doesn't actually care all that much. The revenge "game" is Heart's way of coaxing the vampire into hurting and dominating him, replacing the previous game of stoking his father's rage that made him beat the living daylights outta him. Shorter explanation; he angy because he misses daddy's abuse AND he's being a brat because he wants the vampire's whip and tentacles.