Roland's experience from dying five times led him to realize that the biggest difference between the two lies in them themselves. The powerful weapons could easily affect himself and the fixed bunker would become the target of the Sigil of God's Will. Not to mention, in all likelihood, Zero knew the recipe for snow powder, if she became desperate to perish with him or the roof directly collapsed, he was not confident of the outcome as he did not have many lives to consume.
He would lose this battle for sure if he could not control the Pure Witch.
"What should I do now?" thought Roland.
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