I don't know if anyone else thinks this and maybe I am stating the obvious... but don't they have rather bizarre relationship? In 'Field Gray' we have a flashback where Heydrich is actually rather nice to Bernie - in his own way:
"Gunther, did you know this man ratted you out as part-Jew?"
"I did not know that sir. And?"
"Here is his file. You are traveling with him in France. On a long road. A long, lonely road."
"So many dreadful things can happen on a long, lonely road."
"Just take the damn file, Gunther, and make sure your gun is loaded."
When not terrorizing our Bernie, Heydrich actually seems to like him. Thoughts, anyone?
But it's also said that RH was himself 'accused' of being partly Jewish, so, maybe there is something in that too?