So he intends to explore the full limit of his POWER stat. He must find out how it works and what strengthens it so that Legion will be able to figure out a way for the shard of power to benefit every clone.
Maybe one day, a clone of Legion will be able to form a connection between all the clones and facilitate the sharing of their power just like paragons do. He has to do his part for that which means he must reach the limit of his divine ability.
If he has to kill a lot of Vampires for that, then so be it. It is a sacrifice that he is willing to make. If it means that he must hunt Primogenitors for their heart or Carnage to increase the boost from his POWER stat then so be it. He is a team player above all else. The threat of the demon god looming above him won't discourage him from the greater goal of perfection.
