There is also the benefit of gaining mental immunity if he decides to trust her. With it, his mind won't be at the mercy of a god snooping in on his thoughts and making him ignore the god's presence.
He is not sure it is a good thing for him to be always aware when a god is around him, as it might indeed cause him to panic, but he would like the option because that is what freedom is.
He thought to himself, "If I can't protect my mind, then I am not truly free."
Of course, there is a probability that deciding to trust Wrath might be his doom and all her promises her just lies to get him to trust her. It is why he hasn't made up his mind about it yet.
On one hand is the powerful devil he thinks he knows, and on the other hand is the shadowy devil that hides secrets for him and might have a hidden agenda.
This is what he thinks of his situation and why he hasn't made up his mind yet. But it is undoubtedly true that he is inclined to trusting her.