When i was playing Kayn i noticed that when i was attacking the enemy Shen Kayn said "This brings me no pleasure shen" but in the lore and other interaction it says that Kayn is a student of Zed when in Zed's lore it says that he basically hates Shen. So Kayn being one of Zed's students wouldn't Zed teach his ideals to the students wouldnt they dislike shen as well
Takazaki1 votescould be a respect for zed as he didnt want to kill someone who was not his to kill.
you can note in a lot of Japanese media ( typically anime ) people tend to get upset when someone else kills the enemy ( in a lot of battle anime i can vaguely recall someone other then the MC always trying to attack the antagonist claiming " He's mine~ " or something to that effect.
So it might be a matter of respect to zed as base kayn still hold respect for zed as a master.
