Along with the other two homeroom teachers Ryfin was in a room—specifically made for teachers—and was watching the match going on in the arena.
He was sitting cross-legged on a sofa while drinking the red wine he carried in a glass.
Before entering the room he had met with Anya she'd told him that Zero was missing, she also told him to look for him and he confirmed that he will. Then why he was still in the room relaxing like it was nothing?
It was not like he didn't care about Zero or any other student of his class, but if the person who went missing told you to not look for them and that they'll be fine, then will you still search for them—knowing that they are capable of getting out of that situation by themselves?
Well, maybe you would but we were talking about Ryfin here. From what Zero knew he was a mysterious person, but Zero still wasn't able to figure out his true intentions and his true prowess.