Zero and the rest were more worried about Kira since they knew he needed to exchange his blood for power. To be able to create this much firepower meant that he was consuming quite a lot of blood. They weren't sure why he got so riled up that his power went berserk, all they knew was that he would definitely end up getting hurt.
"As much as I would want to worry about Kira, do not forget his blood flames do not differentiate between friends and foes… so I suggest we focus on protecting ourselves first" Alfred reminded them calmly.