RJ made mention that he wanted to stop the game and put an end to Jane’s pursuit. I think, although RJ enjoyed the game, he became weary and tired, not counting on Jane’s obsession and therefore regretting ever engaging with Jane,

Hoping to deceive Jane maybe? One shall only look for chances while they're being choked

I think this episode wants us to realize that, even after knowing all the intricacies and the mysteriousness of Red John's character, Red John is still *just a man.* He knows he does not have any higher power. He knows he very possibly is about to die. And, he does not want to die. Despite the way his persona has been hyped up in this universe, he is just another guy with frailties, flaws, and fears (i.e: birds, death). Even when he tries to tell Jane that he got his list because he had real psychic powers, he clearly is speaking from a place of fear and weakness, grasping at straws. Jane isn't going to bite. He's done. He's ready. And it just simply doesn't matter. RJ may be brilliant, he may be powerful, but he is neither infallible nor is he exempt from the human condition that all people inhabit and experience.