Corey did not know what to think when he heard Pamela telling him Lydia's last words about him.
He had no idea that Lydia had feelings for him since what he knew about her was very little.
They had never spoken or talked about anything intimate before, and the only thing he told her about himself was his name.
His real name, not a fake name.
So it was extremely strange to Corey that Lydia had developed such strong feelings for him.
In fact, he never showed her any sort of care and compassion, and the only sort of care and compassion he ever showed her was him saving her... thrice like she said.
The first was him saving from the terrible aphrodisiac that was constantly in her bloodstream, making her unable to live without sex.
The second was when Selene, Kiefer, and Divine saved her from the men of the Embodiment of Lust.
And the third was him saving her from the attack of a demon during his escape from the Underworld.