Steve wonders, even while looking stricken, if Zerxus even realizes the extent of what he said. That he can't do anything for himself, anymore, but he can do something for Steve. If he has any idea how much power is there, and how long it's been since Zerxus has... resisted or fought back.

That? Is not a question he's going to ask or a fight he is going to continue to have. Not in light of the rest of that, but he's still angry. Hell, he's probably more angry. More tempted to completely remove himself from the equation than he's ever been, if only because at least then there wouldn't be the... win by proxy and projection even theoretically possible.

It wouldn't accomplish anything but a return to what he assumes is 'accepting of defeat'. That isn't better.

All he actually says is, "All right. I'm going to find pants."

Acknowledge Asmodeus? Not on his literal life.