Even if Zanoba doesn't hold a grudge against Pax, the other side is underhanded.
It's only natural to be suspicious of someone with such a shady past.
"He could easily have the Death God help him take care of you."
" .... "
"Let's put whether to rescue Pax or not aside.
Even if you help Pax now,
Pax won't come to trust you.
He'll just betray you.
At any rate, once he has a chance he'll kill you.
That isn't the kind of place you should want to rush into.