this time, his captain said directly to him and Zoro accept that.
Context matters.
Zoro was no longer in a state to continue fighting.
He wanted to give his captain a better shot at winning the fight instead since he knew he couldn't continue any longer.
Luffy said to leave it to him.
Zoro accepted this.
The end, right? No.
Luffy lost.
Luffy's loss and death have been broadcasted everywhere.
It was also broadcasted that Kaido is cleaning up the alliance.
Zoro now has gotten fully healed. He doesn't have to worry about his injuries until later on.
He now has a new shot at his goal.
Zoro, as a result, is in a hurry to get back to Kaido.
He is in a hurry, the same way he was in 997 when he saw the harm Kaido had done to Kiku.
Unless a huge 180 happens in terms of logic, Zoro should want to go after Kaido.