Der Wolf muss sterben

They think they're being pragmatic, appealing to your own desire for power. To you, however, they're showing their true colors. Finally confirming what you've feared all along. Their friendship was never genuine. They were stringing you along until they felt you were hooked enough to not sniff out their true intentions. Why wouldn't they? Manipulating people is their whole thing. How could you be stupid enough to fall for it?

Imagine thinking you've finally met the ONE PERSON IN HELL that you can just... Exist with. No expectations, no transactions, just enjoying each other's company. You're both powerful in your own right, doing your own thing. You make time for each other not because you need to, but because you want to. Then one day, that one person you relied on for genuine companionship asks you to partner up with them. They specifically cite "new Overlords popping up every day" and "your power" as reasons for requesting said partnership.

They made a fool out of you. They hurt you, far more than you'd ever be willing to admit. So, to save face, you turn things around on them. It's completely reasonable to insult them, harshly shut down their proposal, and deny that they ever meant anything to you. After all, in your mind, they've just revealed that you never meant anything to them.

As others have said, "There are no friends in Hell, Vincent!" wasn't a warning to Vox; it was a reminder to himself. A reminder based on the incorrect assumption that Vox- the one person who does value Alastor regardless of what he "contributes" to their relationship- was just like everyone else. Yet another person who only wants Alastor around for their own potential gain.