As a bit of context, this bit happens before Ardyn was cast out. Both of them think that once Ardyn has taken in all the daemons that he'll be allowed to die. When it's revealed later on that he's too impure to ascend, and the gods pass on Ardyn's job to the next King of Lucis and the Oracle, Gilgamesh then knows that to stay with his king he'll have to become something inhumane as well.