Paul's "Preacher" persona is a direct counter-balance to the religion that sprung up around him as "Mua'Dib". In his attempts to save humanity, Paul has had to make numerous sacrifices - including his very identity. In order to guide humanity along The Golden Path, Paul first had to unite all humans under a single tyrannical banner - that of the God Messiah, Mua'Dib.
However, in saving humanity Paul also saw what was happening to the Fremen, whom he loved dearly and considered his own people. Once he ultimately decided that he could not undertake the second step of The Golden Path and Leto II would assume that responsibility, Paul became the Preacher in hopes that he could save the Fremen as a people from the monster his name (and sister) had become.
So basically he knows the religion of Mua'Dib is a necessary evil, but he's still trying to do what he can to minimize the damage to the Fremen.