I'm too after denial opinion about Nezumi's behavior towards the end of story. Well his denial for feeling started from the moment when Shion randomly touch Nezumi's neck after the dance. Shion said his love confession in normal way, gentle, with warmth... But what Nezumi saw because he was afraid? That Shion had cold eyes, his face was scary. Nezumi couldn't let himself think that someone really cared for him and there wasn't anything dangerous in Shion's touch and words.
Even if Shion never done to Nezumi anything that would harm him, Nezumi still thinks about Shion as a possible enemy.
He left because he still couldn't see people different than someone who will harm him. Shion asks when his coming to home and Nezumi answers that he doesn't have a home. Everyplace for him is a dangerous place and he didn't yet learned that there could be different, that he didn't have to think in such way.
Alright I messed the end of post and I myself don't know what I wanted to say XD