As inconvenient as it was having to go through a rain of killer insects, Lex was not only going because of Gisele. He needed a cure for the poison if he was going to treat his guests, and the Jotun empire was the most likely to have one. Or at least know of one. This was completely not an excuse for him to show off in front of a pretty girl.
"You keep mentioning wanting to retreat. If you wish to head back, you can go. I can manage on my own," said Gisele. She had been using the ride to recuperate and had recovered much of her spiritual energy. This was a completely foreign concept to Lex, as he always had such massive spiritual energy reserves that he barely ever came close to depletion. If he ever did, it was mostly because of how ridiculously extreme his situation was.
"It's not me I'm worried about. I am well aware of what I can handle, but typically, going straight through thousands of enemies is reason enough to give others pause."