I personally took it as, he felt betrayed by everyone he ever loved. The heroes of the Rebellion, his family, all betrayed him, with his uncle going so far as to try and kill him.
If the greatest heroes of the galaxy will treat him like that, he doesnt want to be with them. Vader was powerful, he built himself up two be one of the most feared men in the galaxy, maybe if he channels whatever Vader did, Kylo can make a place for himself in the galaxy, away from his family.
Thats what I got off of TLJ. But its probably the worst written part of him. I like his character (the only thing of TLJ I liked actually) but that part comes off as really weak.