It was only three days later that Heimdall finally couldn't take the pain anymore and spilt the beans quickly to ease his pain. In the end, he ended up revealing a lot of things. Things which Arnold might not have known otherwise.
For starters, Arnold got to know that Zeus wasn't the only one who had a problem with his existence as the vassal of the Immortal One, a lot of gods did. Some in fear of his ascension and some in anger that he would gain Immortal's powers.
Usually, they would have ignored their desires but someone along with Zeus had pressed all the right buttons to make them their allies. Most of these gods were the overlords of the Vassals who had participated in the war of the worlds. That's why they all simultaneously gave their vassals the mission to kill Nicole in the end.