When Rong Ting chose Shen Zheng in his childhood, he became a glimmer of light for Shen Zheng, who had been lost in darkness. So later, when Rong Ting was going to have him put to death, Shen Zheng had no choice but to die. After that, his mission would be over. He had fulfilled his oath to serve until death, and from then on, he would no longer watch over his emperor.
