He didn't want to believe this man or listen to Wrath, but three things convinced him to give it a chance. The first thing is that the information did have a point. That point is that only Zain was sent after him.
It is logical to think that if the man had wanted to kill him, he would have sent more than one person to pursue him. But only Zain had pursued him.
Wrath was almost certain of that. Unless there was someone else that is truly invisible in all wavelengths of light and more, then it was only Zain that was sent after him.
He knows that the information broker had 50 men with him at that time. He also expects that he could spare more than one of the 50 of them. Wrath has also bragged about its ability to see dark matter and sub-spaces.