That isn't a shocking turn of events. Steve is pretty confident that him getting killed or seriously hurt would defeat the purpose of his presence here, and taking it out on Zerxus (however that was done), makes sense as a means of controlling Steve.

New information about the ability but that kind of leash? No.

He turns at the sound of Zerxus hitting the floor. "Huh." Not that he's not angry or it won't work, but he's not exactly panicking, either. For a variety of reasons from that lack of shock, to continuing anger. "You definitely brought me here."