In this case, the zald is not much different from the monsters we are used to seeing, but the zald could still scare him. So he's not that brave, Allen was afraid too.
Destroying behemoth with a single punch is indeed a great power and he would have a chance to defeat his captain, who was considered the strongest adventurer in the world. He's so far the only adventurer I know who has managed to scare Allen and even Ottar