clone so the feelings were the same until they entered the hotel. nothing says they can't change their mind after that.
and there's the knife to consider so they may not have slept together and just are kinda conspiring.
Though with the way the orange doesn't seem like he wanted to do it they probably slept together and red kinda peer pressured him or something.
Answer to your question: Masturbation
I think of it this way - you have the original and 11 clones. Each clone has an aspect of the originals personality; therefore, it makes since that there would be one or two clones that would love himself. After all every one should love themselves a little (though usually not sexually but who am I to judge).
Maybe he took a "go fuck yourself" too seriously-
Wait......red hair and orange hair sleeping together but they have the same face. And they are a clone of the real hyung so they should have only feelings for the Male lead.