All alone

Vega did not like the tone which Max used to address him. 

He did not like the fact that his fear in the little man's heart was less than the pride he had in himself, which made him lash out at Vega. 

He was not afraid of retaliation for killing Max, sure, Hazriel would hate him, maybe his brother's allies as he said would cut economic ties with his territory and he would lose some of his economic prowess, but he was assured that he could weather through that storm.

He was a tier7 god with a very powerful army, nobody could provoke him easily, not even the monarchs. 

To take his land, they would need to sacrifice a lot and make enemies with many vampire clans who were close allies with him. 

It would be troublesome but it was not a deterrent for Vega to spare Max.