their relationship is built on fear, on Jonah's fear specifically. because while Jon is terrified and paranoid he isn't afraid of Jonah the way Jonah is of him. Jonah is afraid because the way he keeps himself safe is by knowing more than everyone else in the room and keeping his secrets close to his chest. Jon, however, makes both impossible, especially later on when he can both Know and compel Jonah's secrets out of him. Jon is also the one who will give Jonah the hellish paradise of his dreams and he alone will be able to take it away. that is terrifying, too
another important thing is that Jonah finds that fear arousing (re: "Pleasured exhalation", the way he talks about compulsion). centuries of serving a manifestation of fear has crossed some wires for him. fear is pleasure. Jon's growth is a sign of his success. of course he finds compulsion arousing.
still, no matter how alluring and arousing he finds the idea of compulsion, Jonah's self-preservation instinct is still stronger. that's why he resists the compulsion and later, when he is no longer able to, he avoids Jon. that's why he isn't there when Jon leaves the Lonely. one final stretch of separation before his, their, grand ritual. a culmination of two centuries of work.
all this to say Jon should have forcefully extracted a statement from Jonah as he was bleeding out, two of his worst fears combined in one. dominated by his creation