Odin could never understand it himself, but he respected someone who enjoyed the simple pleasures of life. He had once thought of settling down himself, many years ago, after Grimoire Heart had deposed the former king and allowed the rightful heir, Arthurias, to ascend the throne. The then-human had been offered a place in the new Kingsguard, serving as a personal protector of the king and of the realm. He chuckled slightly as he imagine how different his life could've been, if the king hadn't lost his life so soon into his reign. Perhaps he'd still be human, maybe he'd even have a wife and a family. But that wasn't who he was anymore. "I agree it's probably much easier for you to get a drink in Era than it is me." Event though his face could betray no emotion, the Lich's tone betrayed his almost childlike, mischievous approach to life.
Maybe that would be true, perhaps some knight would actually try to attack Odin, Kurisa's rule be damned, and enjoy their brief moment of fame before it was wrested away from them. And Odin would ensure it would be brief. After all, he had promised not to attack anyone while at the party, he had said nothing about defending himself. No one had brought weapons, and Odin had his magic to defeat anyone that approached. He couldn't be blamed if his approach to combat was slightly more brutal than many would deem 'fair'.
Kenzo's response to Odin's mild threat just served to make the Lich like him more. He knew he was strong, he knew they were on different sides, and if the day ever came when they stood on the field of battle, they would respect the other's position. They would not hold back, and what a fight that would be. He then spoke, in a somewhat subtle way, of who Odin had entered the ball with. For as much as the Lich was a well known figure, he paled in comparison to the reputation of Venus, someone who had been on another level before Odin had even died, let alone in her current form. She brought a sense of legitimacy to the guild. It wasn't simply Odin and a group of nobodies, he had gained the faith of one of the most powerful people in Fiore, and that carried weight.
"Hedonism is only part of it, Kenzo. That is what you are missing. I am who I am not only because I wish to be free, but because I have dreams myself. And that is true of everyone in my guild. Many wouldn't even by classed as criminals if it weren't simply due to their association to myself. They wish to live outside the confines of this world, and under my banner they can do just that. They can embrace hedonism, truly, but they can also gain the assistance from a group of like minded individuals who all strive for their own goals, as well as the goal of the guild itself."