As Lex approached the edge of the retribution zone, he'd already burnt off about 40% of his own soul attached to the necklace. This was an injury that could not be casually recovered from, but that was something to look at later.
For now, Lex focused 100% of his attention on his escape. As he closed in on the exit to the zone, he did not lower his guard. In fact, owing to the unusual nature in which the retribution land was behaving, he wouldn't be surprised if there was some kind of trap waiting for him at the end.
Beyond the edge, he could see Pelagor waiting silently, ready to help as soon as Lex exited. The reason he didn't enter as well was because with two people inside, the land would become even more dangerous. Just because there was very little distance left to cover did not mean it could be underestimated.
