Zed has already managed to accidentally skewer his own finger with a fishing hook without noticing and give his gun to Roland also without noticing. Throwing him at the yeti just might be doing him a favor.

But Zed is still drunk enough to think that someone trying to drag him, the Emperor of Darkness, around by his shirt, so he will continue both to let Roland drag him and to giggle softly at how this is all going. "You worry too much."

Okay, so maybe he shouldn't be talking, but at least he's not yelling.