Ienzo's a logical dude. Why hold a grudge when Lea, then Axel, had no heart to feel remorse with? At that time, they had no emotions, so "murder" wasn't exactly as cold-blooded as it is in the real world. It's terrifying in the real world because murder is usually committed by people who DO have emotions, yet still hold no remorse towards their horrible actions. But when Axel killed Zexion, there was nothing malicious or evil behind it, because Axel lacked the heart to be able to act on such emotions. Ienzo probably realizes this and knows that Lea wasn't exactly at fault for destroying what didn't exist in the first place.