I think we have seen a few times now that the jemhadar will kill vorta for various reasons so its not that surprising that this one both doesnt care about their lives, being vat grown disposable soldiers after all, and is worried about what will happen to him since there is a long history of his kind getting killed in scenarios like this. It may also be a subconscious thing where the vorta realize they arent any different than the jemhadar to the founders. Both are cloned pawns that will be sacrificed instantly to gain the founders some advantage and they will likely never care about the dead vorta along the way.