Men are supposed to protect women but in this case it was the woman to protect him because she was stronger after crossing into his world. She loved him and he loved her too but at first, he wouldn't admit it to himself or to anyone. Zed was afraid to let his guard down over his love for Ryonna because he had been hurt all his life, especially by those closest to him, so he convinced himself that he didn't feel a thing for her. He convinced her too. It wasn't until after a near death incident, which could've been avoided had he listened to her, he was all alone in an empty fortress with her leaving him with no choice but to confront his feelings. After an attack on both their lives in which Ryonna sacrificed herself so Zed could live, he had to return to Ryonna's world, a world unfamiliar to him, to retrieve his lover.