Rex had already been made known of Kei Xun's power.
Power that the Scion called the Absolute Effect.
Hers was the Absolute Sadness, giving her perfect memory, and also the ability to see the past in people and inanimate things. In his mind, with that kind of power, Kei Xun would be able to hunt down anyone easily as long as there was one undeniable lead.
A place the person was last seen, or even a dear item.
Since she could see the past of inanimate things, she must be an exceptional hunter.
And since she also could see the past in others, it also made her a scary opponent to deal with.
But Rex wasn't expecting that her power to reach this extent.
For her to not only see the past, but also feel the emotions contained in that past is an entirely different level of power. She's monstrous, a formidable opponent that one would want to mess with, as Kei Xun will certainly aim to crush her opponent's mind in mind games.
Before, Rex was already wary of Kei Xun.