For that alone he was assassinated to keep his lips sealed which gives you a hint that maybe he didn't quit the game and would have remained with Momonga. As recently revealed in Vol 13, Bellriver learned some information about the Megacorporations that ruled the world Ainz originally came from, which they did not want anyone to know.In episode 11, Albedo tearfully breaks down when a thoughtless remark from Ainz gives her the impression that he will also abandon them. Even Demiurge is rather pitiable since he is terrified of the prospect of being left without a Supreme Being to serve.
One of the reasons they are so loyal to Momonga is precisely because he did not abandon them unlike the other Supreme Beings. The denizens of Nazarick are mostly a bunch of depraved monsters, but it's hard not to pity them for their abandonment issues.Whenever something good does come his way, he winds up paying a big price for it later, all through no fault of his own. Climb's entire life is just one big tragedy.The world kicked him down before he even had the chance to stand up. Living in such a bleak world with no way to improve his situation, it's easy to see why he's such a misanthrope. His parents died in a work related accident and he received nearly nothing in compensation and was only able to get an elementary school education, which is only enough to become a corporate slave. Ulbert's life is arguably even worse! He was born into the lower class and the laws of the world of 2138 are set up so that the poor can never rise out of their poverty no matter what.Ainz sees each of them as a part of his old friends, which drives home even further just how close they all were to each other, and just how much Ainz misses them. Crosses into Heartwarming territory, but the moment just after Shalltear's resurrection shows how much he misses his fellow Guild Members: when the other Guardians start berating Shalltear for her betrayal, Ainz sits back and lightly chuckles as he sees the shadows of his former comrades in place of the Floor Guardians.Really, this is not living, this is domestication.
Apparently, his diet consist of flavored protein shakes supplemented by vitamin pills.