Nian in his capacity as a retriever is acting out an 'espionage' action. Just because Nian is a 'force for good' doesn't mean he can't at times for necessary reasons bend the rules in order to accomplish the greater good. The mission is clear - retrieve the orb. Within the parameters of that mission he has to actually GET to the person who has the orb and take them out. You COULD imagine him dressed up as a regular citizen...not walking up in full armor with FORT written all over him...casually bantering with the guards...slipping them a bribe to get by....looking back at them with that 'glint' all heroes get in their eyes (movies) when they've done something sneaky and it worked for the greater good...then he throws off his disguise and charges at the Vanquisher once he has him in sight no longer caring about subterfuge. It makes sense once you think beyond simple game mechanics and flesh out the details in your own mind.
Didnt anyone ever watch war movies ? Dirty Dozen...anything...sometimes the heroes sneak by the enemy instead of killing them.