He worshipped him as Vader because he didn’t understand the good side of his grandfather. That is what this scene reveals to him. That the man he worshipped for so long was in constant suffering after making past mistakes, just like him. They share that common ground. Vader killed his wife in his lust for power, Kylo his father. He’s urging him to turn things around before he loses everything, since he’s still a young man.

And FYI, Vader is also referenced in that scene with Snoke.