I think while Gage has some... skewed morals... that he really does care? He may aestheticize/romanticize murder and how he views Milo and Griffin's dynamic, but he's still not like... a cold-blooded killer. He's a young adult who's presumably dealt with a lot of issues of his own and is able to sympathize with Milo here, I think.
...I really, really hope this doesn't sound like I'm about to advocate for "Gage did nothing wrong." It's just that they're a complex character I can really dig my teeth into.
i think gage is simultaneously A Sketchy Guy and also A Person Who Cares. sketchy people are rarely cut-and-dry awful, they have their good sides. my guess is that gage is going to be legitimately helpful/compassionate here, and that's going to make milo feel indebted or attached to them, and that's going to cause problems for milo when the Sketchiness Returns.
(sidenote: milo seems to become really upset when his friends don't enable him. gage clearly does enable him. they're primed for a really unhealthy relationship where milo particularly trusts/likes gage because he enables him + was helpful to him in a time of need, and gage keeps fetishizing milo's experiences/encouraging unhealthy behavior. things are gonna get worse for milo before they get better.)