@kyoucha well, the fact that one of his first assumptions is that the newly crowned hero is being bent over a barrel due to "mismanagement" of money, I don't think the MC is being caught off guard by the fact that the freshly crowned hero is no saint.
Plus, unlike most cases where the hero title is granted by the divine and/or machinations of the universe, this guy just got picked by a king for a special mission.
Depending on the specifics of the demon lord and their crew, I'd have to say that eliminating the MC could be tactically sound, though probably more trouble than it's worth if just not being an ass would be sufficient.