Since a lot of people have been coming down kind of hard on Mako, I decided to kind of defend the guy in what I think is the reason behind the way he's been acting. First off Mako's a selfish guy but not the regular kind of selfish. The kind of selfish that comes from basically losing everything you ever had. He's still got Bolin which is why he's sometimes too over protective of him. But since Mako doesn't have a lot to hold onto, whatever he develops even an ounce of attachment to, he'll do anything to hold onto it. Example, the episode where Korra accused Hiroshi of being an Equalist. To Mako, that would probably mean Asami would be an Equalist and he'd end up losing something else he cared for. His threat to Korra was most likely an empty one, something he only said in order to hold on to something else he'd grown attached to.
Same with Bolin when he got kidnapped, Mako was almost completely depressed and worried. Bolin was his brother and his only family member. The fact that he went into an equalist rally alone, knowing full well what the Equalists are capable of but yet he still went in (albeit with the avatar) to save his brother. Like others have said, Mako had to provide for both of them, bringing out his over-protectiveness .
Now in Korra's case, this is where Mako's feelings and selfishness come together. Korra has already integrated herself into his life, becoming one of his closest friends and a crush. And when she went missing, that selfish part of him that wants to keep everybody safe, wanted to find her and bring her back, preventing him from losing someone else close to him. Couple that with his less than friendly, and Mako's reaction to Korra going missing seems about right (assuming I'm right about all of this).
Anyways what I'm saying is that, the way Mako reacts to certain things is pretty.... I can't think of the word for some reason. Thats the end of this blog