The places he wished to visit were all fraught with danger, and the things he wants to obtain are all in dangerous areas. That's why he wanted this shield: to be able to walk into places and survive long enough to steal their treasures.
There was also the fact he aspired to rule over the dead. It was known to all that for mages, close-range attacks were the most effective. That's why if he had this shield, he would cover his weaknesses.
Absolute Shield is what made that man known as The Invincible because no one could ever break it, but the condition the skill had was so consuming that most thought of it as an ill investment.
The condition was money.
As Nikolai looked at the barrier which survived Lex's most destructive attack, he realized that it must belong to the skill itself. As much helplessness he felt, there were also expectations.
