Xellos thinks Dean being a hunter is interesting because in his world no one in their right mind would go looking for a fight with mazoku. He finds Dean's hostility hilarious, something like "oh you actually think you could kill me if I got serious, that's adorable".

Xellos talks to Dean because he's a friendly guy, of course! He doesn't have some grand plan from his boss-lady (or maybe he does??? That's a secret) so he needs to pass the time somehow, and his favorite hobby is bothering interesting people. Xellos can tell Dean has a lot of negative feelings so of course he'll try to poke them.

The bad language is off putting though. Xellos doesn't give a damn about people's opinion but there's no need to be rude about it.