Jekyll sees something of himself in werewolves. He knows, deep down, that he is a profoundly flawed and fragmented person, but because he can pass for “normal,” he is never forced to confront that duality head-on. Sometimes that’s good–yay, ignoring your problems!–but he ends up harboring a lot of murky, unspoken insecurities.
Werewolves are a kind of living metaphor of those insecurities, but because they are … not himself, he is able to see their fundamental goodness beneath all of that drama and duality. If anything, their flaws make them even more appealing to him because he can relate to their troubles–making him feel less isolated.
He is also totally a dog person. His ideal way to die would be suffocating under a pile of puppies.