Zion didn't comment on it and pretended to be frightened in front of Martin. He didn't want to lay out his cards just yet before this unknown man because he still didn't know whom he could trust. Lia was an exception since she was his first teacher, but even she wasn't included in his scheme. He could have told her about the existence of the system and how he had transmigrated in this world from a place filled with only humans.
But he still didn't trust anyone. You could say he was having trust issues at this time, but what could he do other than being cautious? It wasn't like he could tell the world that he, being a human, had a supernatural thing installed in his mind. Others might think of him as a fool who didn't know anything better.