From what I saw, it looked like UP was being protective of KT. He did not want her to go in the WA bcoz just mins before when Ali and UP entered the WA, Gautam screamed so loudly and charged towards Ali. Everybody was shocked and they had to hold him back. Plz check RM's reaction he was in total shock. So when UP saw KT coming to enquire why Gautam screamed, it was very natural of him to be protective of her and advised her to go back.
Something similar happened a few days back. The night when DM instigated RM to warn / shout at Ali and RM threatened Ali, Ali and Pritam approached UP who was along with KT. When they were standing near the entrance of the house and Ali and Pritam were explaining the entire incident to UP, after a few mins, UP asked KT to leave and that he would join her after few mins. It was a very natural and correct reaction. It was a guys thing that day and he did not want her to be part of it.
I think any guy would do the same for his lady. Infact i found it a very cute moment. It was like "haq jatana" (i mean in the good way) and that comes only when you genuinely love that person and you want to protect them.