Listen, we can't all be the protagonist of our story! Some of us have to be entirely skippable recruitable side characters, Zetta.. Let Inigo live...

"And yet I don't see you murdering anyone to get back home."

Sure, no one has said murder is required to get home! But if Zetta really is supposedly some Netherworld's Overlord and all that, he.. technically wouldn't need much of an excuse to do so anyway, right.