Max changed from his Pilot suit into more flamboyant garb that Nico had prepared for him and led the way into the Shuttle. Most of the time, this was the most nerve-wracking part of the deal, where the leaders of your team were exposed, in a light vehicle, on their way to talk to a business partner that you could never fully trust.
They had a lot of faith in the goodwill of the Cygnus forces, at least at this point when the Reavers were helping them take a large number of other planets as well, but that wouldn't last forever. Once they were no longer vital to the plan, there was always the chance that they would be double-crossed or the terms of the payments would suddenly change.
That was the primary reason that the second in Command was usually the one sent to these meetings. They were trusted to do the job, but the Company wouldn't crumble without them, and they were rewarded accordingly.