Song Yi's thinking was straightforward—he would rather die than admit to anything because, although Su Mu and Fu Shinian had similar approaches in certain matters, Song Yi still believed that when it came to ruthlessness and measures taken, Su Mu was no match for Fu Shinian.
Take Qin Nianwan's situation for example, what Su Mu had thought of and could do was simply to cut Qin Nianwan's hair, while Fu Shinian went so far as to send her directly to R-country to become a model. Comparing the two, Su Mu was considered merciful.
If he admitted to setting up the listening device now, he felt he could simply find a place to bury himself afterward and wouldn't need to meet Fu Shinian.
Fu Shinian would absolutely not want Su Mu to find out that he had planted a listening device on her, no matter what the reason.