Auron's exact line to Yunalesca was "where is the sense in all this?!" Everyone besides the Maesters and Yunalesca had the idea that Sin COULD evetnaully be defeated and be gone. That a Final Summoning would eventually rid Sin forever and not just bring the "false hope".
Auron, like the party,saw the Final Summoning for pointless murdering. And since it was murdering of the two people he cared about most, he was rather upset.