One consequence of focusing on power above all is that we will kill many who otherwise could have been our allies, or, at least, not our enemies. Even worse, we may have to kill those who we once considered our allies. Probably not our closest allies like Moon, Nilul or Ivory, but even there there is risk. What if Saery's knowledge becomes too dangerous to countenance? What if Hero learns the truth? What if Anys convinces Zao that Odyssial truly is the reborn monster that she claims he is?
Zao will is formidable, but so too will be her arguments. They will be even more formidable when she has actual hard evidence to add to her rhetoric, memories, and bribes. Her bribes will not be small things. Rihaku mentioned that she might give him an entire circle of impressionable young Solars. What if she were to offer him access to an Adamant Circle Sorcerer? What would he be able to become then? Think about everything people want to do to enhance Moon, starting with an ancient Essence 9 monster.
Make no mistake, Zao will hear what happens on this dock. That Ulyssian would even spurn Moon in his madness is not damning by itself, but it is worrisome. It doesn't prove Anys correct, but it does support her. Whereas if the mere sight of Moon's sadness is enough to make him repent then there may yet be hope, even if Anys is right about the past.
While Zao being killed by the direct result of his own hubris would be ironically amusing, I would really like to see him actually survive just this once. I'm not saying that we'll necessarily have to fight Zao, but Embracing Clarity makes it substantially more likely. Is that a risk people are willing to take?