I don't think he really thinks of it as being worthy of Kunlun. He wants to live up to his best self, in part because that's what Kunlun saw in him, but ZYL is right when he says he would have done that anyway. I suppose when it comes to love, what he thinks is something like "what even is the point of it if I can't even protect them/him", if that makes any sense. His sense of self-worth is tied up in what he can do, or what he strives to do at least, but I don't think he worries about his worth in other people's eyes much, not even Kunlun's. He has Kunlun's love and regard, unconditionally, and I think he knows that.