Ukraine

Either that, or he's worried about revealing knowledge he's not supposed to have. North Korea heavily controls information that its citizens are allowed to have about places outside the country, because if people start to believe that life is better elsewhere, they'll eventually revolt.

So if he admitted to knowing more about South Korea than he is supposed to, and then word of that admission got back to his superiors or other government officials, they'd realize that he and likely his family must have somehow come upon restricted knowledge and start punishing them to try to find a source, if one even exists.

I once watched a 5h long video about movies from NK and all the movies made it pretty clear, that mountains have a very important stance in the story-telling of Korea and the wider Manchuria. Especially Mount Paektu plays an important part in the myth to the point that Kim Jong Il said he was born there (he was not). People get really impressed when people come from a mountains regardless on the culture it seems (e.g. Moses).

So this soldier telling this fact, is most likely trying to paint SK as inferior. SK didnt had access to Mount Paektu since the 50s and didn't keep retelling that story and this soldier ate that Paektu propaganda in the north with a spoons and thinks that makes him/his nation better (it doesn't).

They really need to move him to a south Korean "concentration camp" - of course such a thing doesn't exist, but a few guards who bring him with them while doing other actives - showing him what life is really like until one day he asks "what if I don't want to go home" and the guards hand him papers and walk away.