I think average zaunites who are just trying to work and live their life in peace are terrified to meet him on the streets some day because it will end in "Hello, do you have a moment to talk about marvels built of PAIIIIN?" situation. Urgot doesn't seem like a guy to let a random passerby walk away without testing their will to survive.
And it's not like their lives haven't been stressful before: Zaun is a place of horrible chemical accidents, kidnappings, mutated rats, Mundos, cults and a place, in which you can get mauled after getting a papercut in case
was nearby. I guess Urgot is something new to them because he doesn't want money, he doesn't want the chem tech resources, he doesn't want to be the knew kingpin of Zaun, he just comes out and causes carnage.
Yet, he keeps Chem Barons twitchy and distracted, so this is something citizens of Zaun can appreciate.