Why do you want to breed, because your fish is building a bubble nest and think they want to breed? Bettas just build nests and want to breed but they're just fish so it's not like he's sad if he can't make babies. Breeding bettas is quite stressful on both the male and the female, I don't think they find it particularly fun. I think it's ok to breed bettas and only keep the select best fish, but if you kill them all I see it as kind of inhumane to the parents that you put through all that stress for no reason.