@everpink
Rhea is somewhat sentient with a notable intelligence far surpassing those monsters in the shop. Not only that, but she was added to their party, meaning the system recognizes her as an active member.
This shows that she is special. And humans love special. Especially scientists, researchers, and the military. Plus, he is special. His skill likely is a big contributor to why she is special.
Furthermore, Rhea possesses a complex level of emotions. Capable of expressing jealousy, pettiness, love, etc... and also has an understanding of the human language. This presses the question "is she the only one?" In other words, are we not fighting monsters, but other intelligent life forms, capable of a higher form of combat, using tatics and strategies? Who leads them? What is their end game?
Additionally, because of what I stated earlier, now ethics get involved. Are the monsters fighting under duress? Running from something? Invading? Do they have a home? A family? Are we killing civilians? Are we the invaders when we enter dungeons?
Think of the other factors too. What if bad people use this to terrorize other humans? The end of humanity can be bought and sold. And there are those who would definitely take advantage of it. Basically grow/tame their own PMC. Then let it lose on humanity in order to become ruler, get some kind of revenge, or destroy everything.
But the biggest reason for sure would be that it would bring him too much attention. No one wants that kind of focus if they didn't seek it out themselves. He is literally wearing a mask to keep his identity unknown, his home relativly quiet, and the media out of his face.