If players can kill a Pope Level monster today, then perhaps the same could happen to other Pope Level monsters tomorrow. This circumstance naturally caused every Pope Level monster to feel threatened.
The notion that monsters aren't afraid to die typically applies to lower ranked creatures, but when monsters reach higher ranks like Zhou Tian, they become comparably intelligent to humans. When their intelligence reaches a certain standard, any being is likely to harbor some 'selfish' thoughts.
No matter how grand an entity is, it must surely entertain notions of advancing their own interests. Either for fame or profit, every living being has its own pursuits. Other monsters that occupy the position of Pope Level equivalent to Zhou Tian vary in personality, but most value their lives greatly.