I like how still Kayne still has his immature streak in his assassin form.
He has the skills, he has the ultimate weapon at his disposal. But something tells you he is still not ready to contest Zed which has a ton of experience. It sort of gives you hope that they are going to team up when Kayn heads home. I believe Zed expected this scenario anyway as well.
Also I think Kayne's "naiveness" is what makes this a different situation compared to what happened in the past with Shen's father and Zed. Zed estentially learned everything and was not still able to keep up, had to resort to a artifact and even had different goals. But on this occasion, Zed did not tell Kayn everything, has the same goals, and best Kayn is not stressed out just like the times when Jhin terrorized Zed.