It is like the feeling when someone you know dies and some stranger dies.
The feeling that you felt for this two event would be different.
Even though he knows he would be the End of Everything he did not feel that crushing pressure of guilt. Because he did not know how it would happen.
And it also didn't happen yet. It is a matter of future. It might seem irresponsible but it is also the truth.
Azief could not feel guilty for the people that he had not yet killed
He is just sad that he could no longer believe Loki. He still loves him. To him, Loki would still be his little brother. Azief is not someone that does not know to distinguish between sincerity and fakeness.
He knows regardless of Loki plans against him or for him, Loki was sincere. And as long as that one bit of sincerity left, Azief would always treats him like his little brother.