Right before that part all the ironborn chanted the classic "What is dead may never die"-line. As an ironborn Theon should know the rest by heart: "What is dead may never die, but rises again, harder and stronger." That probably almost snapped Reek back into Theon, which then of course made him almost break down when insults were being hurled at him about being a woman, having had his manhood taken from him and all. Which led him to start saying "You don't know what I've been through..." etc. The fact that he then magically "succeeded" in his mission didn't seem to make him very happy, because then he knew he had to deal with the aftermath of it again - going back to the Reek-person and Ramsey Sn... Bolton!