Why did Jonghyun from SHINee cry in from of the taiwanese audience?

All I know is that he was dating some shin hye girl or something and he didnt wan ppl to freak out. y would they freak out because they were dating? thats my real question!!! Is it wrong in korea to date or something? just a guess (and i know he was touched but why was it a bad thing 4 ppl 2 kno about their realtionship?