Laz has been in battle for weeks now, fighting a fight he was increasingly convinced he couldn't win. But even then, he had never lost hope. And because he was there, the ones who fought with him continued to fight, to follow him, to believe in him. Even as those around them died, they continued to fight, because as long as he didn't give up, they wouldn't give up.
But for Athena, Clio and Erato, they had lost all hope and there was nothing left.
Laz was the only one who could give them that hope back, but if he were to fall, they would fall with him. That was the double edged blade that being their pillar entailed, but what choice did he have.
Even then, at the moment, there was no fight in them and Laz needed to do something about that.