The jianghu isn't about fighting and killing, it's about human emotions and worldly wisdom.
Zoge may not have heard this phrase, but he surely understands the principle, which is why he made a point of expressing his gratitude, as he indeed has to thank Gao Guang for being able to shake off his puppet identity.
Now Gao Guang can be certain that Zoge is here to seek cooperation and can also be sure that Zoge will not cause him any trouble now, and might even become an aid to him, providing a lot of help.
Even to the extent that Zoge would offer Pentagon resources to assist Gao Guang.
The reason is quite simple, because Zoge is now the Pentagon's puppet, and he obviously isn't someone who is content with just being a puppet.
Some people know how to solve problems quickly, and Zoge seems to be very accurate in judging people. He must have a certain understanding of Gao Guang, so he made a quick judgment, trying to develop Gao Guang into an ally.