He feigns offense, at that. "Lady, you wound me." Truth be told, Zagreus cares about debts with the geas-like compulsion of any fairytale creature, and with the same propensity for repaying them in the most harmful manner possible, regardless of the spirit in which they were intended. Still, he doesn't actually bear her any specific ill will. Aside from that brief spat in their earliest meeting, where she'd thought he was the Doctor, she's treated him fairly neutrally. This is a surprisingly safe strategy. Her apathy may well be a blessing in disguise.