Kaldur genuinely likes Zatanna. She's smart, capable, witty and for the most part makes good decisions. She is someone he is proud to have on his team and happy to be getting to know better as a friend. He feels somewhat adrift at times by how many people here don't know him or don't even know that he exists, so having other people around from his own world makes him feel more connected. Sure, they don't interact as much as he would like (he's a worried who likes to keep an eye on everyone), but he tends to trust that Zatanna knows what she is doing or at least knows how to get herself out of any awkward situation she might get herself into.