Although Lex would not fall into panic when faced with trouble, that did not mean he did not feel the pressure of the situation. To be entirely honest, it was not the being sent into never ending war for as long as he remained at the Inn that bothered him. His workers weren't weak to begin with, and once they started training properly at the pagoda he expected they would become even more powerful.
Not to mention, Velma had given him a file of information she collected based on the Fuegan as well, so he knew at least a few details on what to expect from the battlefields. If he went a step further, and personally participated in the war, he could further ensure the survival of those who he was forced to send to fight.
Yet as much as he wanted to personally make sure none of his workers were harmed in battle, he had already thought of a much better way in which he could help the situation.