Walt should have killed Jesse. Getting close to him is going to be his downfall.
Jesse doesn't even understand that Walt really did/does care about him. He's too stupid to realize because he isn't observant. Walt has does things for Jesse that wouldn't have made any sense if he didn't care about him. Walt didn't even need Jesse at a few points, and he still went out of his way to save him so many times.
And beyond that, Jesse is weak. Easily manipulated by the likes of Gus, Walt and now Hank. But among those people, at least Walt actually cared about Jesse, while the other two were interested in Jesse only for the purpose of dealing with Walt. Even Mike was willing to kill Jesse without a second notice under the rule of Gus, which is something Walt refused to do. And Mike only started getting close with Jesse by Gus's manipulation, after Gus carved up his last partner right in front of him. (to which he did nothing, because he kissed the ground Gus walked on).
Jesse might hate Walt, but out of all of those people, the only one who even gave a legitimate damn about him was Walt. The only reason Walt even needed to manipulate Jesse is because Jesse wasn't competent, strong or loyal enough to rely on.
It's funny how Gus's words are sort of coming back to haunt Walt. "You can never trust a drug addict."
