Jack knows that he and Yan won't last. No one ever does. If someone did then he wouldn't feel so lonely, so beyond repair, so unloved. Yan will find his feet and move on. He'll come to his senses that being with Jack is dangerous. And not in the way of passion filled lust. It's the fact that being with Jack puts him on the radar of so may aliens, enemies, lovers, that Jack has to be with him every second of the day or he'll be targeted.
Jack doesn't want the responsibility. He wants someone who can protect themselves. Someone with whom he can fuck and fight. Someone who won't want to cuddle afterwards. Someone who won't want anything from him. Someone he could trust but not someone who would want to care.
So Jack goes with Ianto, knowing that however much Ianto thinks he loves Jack, it will become too much for him. He will leave. And Jack will be alone again.
Like a light it always fades away.