Because GB can drain his energy. The only other way to defeat him without ACoC.
King wasn't a dumbass. He was scared Zoro could hurt him in flame mode so he entered speed mode and created distance hoping it would allow him to evade Zoro's attacks. Unfortunately, he was wrong.
We see King blocking all of Zoro attacks and he's in flame mode.
Zoro realized that and ask King if he is scared of his power.