You Should Be!

"And you believe that?" Grey sneered, not bothered with Jean's threat. 

Although Grey didn't know much about the Emperor, he was sure the Emperor would most likely execute Jean and the entire Smith family if he found out about this. 

The Emperor wants him for the Great Earth Essence Liquid, if Jean killed him, it would be equivalent to saying he had obtained the Liquids from Grey. This would in turn mean he wanted to usurp power from the Emperor after using the liquid, turning him into the threat. 

Jean naturally didn't believe what he said, he was only trying to bait Grey into telling him about it. 

Others Grey's age would've been scared if their lives were threatened, but the fact that Grey agreed to come here in the first place showed that he wasn't simple. In fact, this made Jean all the more suspicious of Grey's motive of coming. 

He could almost sense an ill foreboding.