Because if Death Monarch really wanted to give her the ultimate power, he would not have told Sina and the others.
Which means, the will of Death Monarch is uncertain.
If Death Monarch wanted him to give all the secrets of the Palace to Sina, Death Monarch would have told him
That would be unconditional trust.
There is many things in the Palace that is quite magical.
There is the Anywhere Room.
And that is just an open secret.
There is many secret passage and even portals to another world that is in the Palace that most people would not know and have no way of knowing.,
And the only one that knows all of this secret is Lukas.
Since Death Monarch did not tell him to surrender to Sasha, he knows Death Monarch is still his lord and there is no need in placing bets.