Zero knew the downside of a team and how it would affect them if and when they had to come to blows against each other. Spending so much time together and fighting side by side, it's only a given that you would know each others habits and move sets.
So when Zero activated his shadow walk he fully knew that Kai would be expecting a close range attack. Most likely from a blind spot. Just like he figured, Kai was already prepping himself for a close range counter just like he had been practicing in his training.
Zero was going to use his own knowledge against him.
As Kai prepared for a last minute close counter, Zero re-emerged in the shadow cast by Xyler's makeshift hut which was to the far left of Kai. He then made his way on top of the roof since it wasn't a very large building.
