Hmmm Damian finds Zatanna thoughtless and flighty, but not altogether useless. He's still unsure about her and Grayson, but, well, not like he has any idea how these things properly work.

He... doesn't trust magic very much. And, by extension, magicians.

And if it didn't mean that he allowed Grayson to get killed, he wouldn't regret saving Zatanna at all. (But it's a trade-off in his mind, and he can't get rid of that thinking.)