From the beginning, the relationship between Zatiel and the Eye Holder siblings was one of mutual use. He used Sigrid and Aren with the hope that they could harm the Sage by disrupting his plan and they used Zatiel to obtain protection and resources.
As for having empathy for their sad fortune. All over the universe, countless life forms endure inhumane destinies. It was not rare for all the people in a world to be forced to butcher each other just for the entertainment of a powerful being, even having to kill their loved ones on many occasions.
Zatiel had seen fates worse than the ones of the siblings countless times, so why the hell would he go out of his way to help them if they are unable to fulfill their part of the deal?.
He may kill those that behave in a way he found disgusting but that doesn't mean he would waste his time trying to eradicate what those too weak to see the truth of the universe consider evil.
