Zoren's frustration and disappointment stemmed from the fact that he couldn't protect Penny the way he should have. However, he might not have been there to stop the attacks or prevent the situation from escalating, but he still came.
He appeared just when no one — not even Penny — expected him.
Things could have gone for the worst, but they didn't because he stepped in. She could've hurt someone tonight that she would have regretted once she woke up. Many possibilities could have occurred if Penny had been left alone. She could have done something much worse once the fight was over and she decided it wasn't enough.
"Zoren Pierson," Penny called, tilting her head slightly. "Aren't you a lovely man? Surely, I was making good choices in this lifetime."
Zoren's face was still sour because even if she said all of that, it wasn't enough to give him peace. At the end of the day, even if he was protecting her emotionally, he needed to do more than that.
just a little delay on my end. my PC hangs