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She's just manipulating him, there--she knows that saying those things is going to wound his pride and sting, and she also knows that he's not going to get fed up with her and let go of his dream--especially not with her mojo. It's less that he's just that fail, and probably more that Ultimecia doesn't know how to give constructive criticism, being a mad, megalomaniacal sorceress bent on the goals that she is.
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Or perhaps Ultimecia controls him instead of just being manipulated.
but he does seem to have his full control of himself...