Yes, I feel bad for Gregg having his issues and although he did praise Aliona in the sense she got the dance out of him, I don't think making those remarks about her was necessary.
Aliona is a dance teacher, not a psychiatrist and although Gregg's issues aren't his fault, to have them pushed on you must be incredibly draining especially when they are as serious as that. We could see, a few seasons ago, Brendan struggle with Victoria's issues and her lack of self-confidence and although I think he liked her, it was clear to see that he was almost relieved to be gone because although having to build someone's confidence is natural, it must be really draining when you get a celebrity with as many issues as Gregg and Victoria have.
That and Aliona had only a week or two with him and he's not exactly been overly respectful of her either. At the start, I had the impression he wanted either Ola or Kristina and was disappointed not to get one of them. During the show, if anyone was cold, it was Gregg.
First he ran down the stairs without waiting for Aliona and coming down with her, he had to be pushed by Tess into acknowledging her and he was very disrespectful when Tess asked him if he had anything to say to his partner and he said "who, Aliona?" which was very, very rude. He then shook her hand extremely reluctantly. He also referred to her as "little lady", I believe, which may well have put her back up and would not have endeared her to him. He's also made very sexist remarks in the media recently.
Also, it's possible that in the first week, Aliona did not realise the extent of his problems and attempted tough love with him as Ola, Brendan, James and several other dancers have tried on occasion. When she realised the extent of his issues, she realised it wasn't going to work and resigned herself to them going out early.
If Aliona was as cold as suggested, I don't think we'd have seen the really nice friendship she has with Tony last year nor do I think she and Harry Judd would have won it.
I feel for Gregg in terms of his issues but not a classy move on his part.