He had to avoid detection by other players. There were many opponents Ainz couldn't beat in a fight.
Players were originally human, so most of them will help the humans in this world. If these kinds of players faced off against Albedo and the others who considered humans as lowly scum, the Great Tomb of Nazarick and everyone in Ainz Ooal Gown would become the enemy of humanity. That was the reason he thought bringing Albedo along was dangerous.
But I had no idea Narberal thought the same way.
Even though Ainz wasn't hostile towards humans, he wouldn't hesitate to kill them if it allowed him to reach his goal, but he would rather avoid clashing with other players
"Looking at it this way, it was a pity."
"What is a pity?