As much as I agree with that, we also have no evidence that killing Zeref would actually result in Natsu dying. I mean we've been given no evidence in anywhere in the anime of such a claim being true.
And while everything else Zeref has said we (the viewers know is true), the characters themselves have no idea it is true. Not only that but just before Happy pulls Natsu out, he's literally telling Natsu not to believe him. So that also is jarring.
I'll probably continue the episode later. I won't give up on the series but felt like this one series of scenes really was jerking the viewers chain and not in a convincing or good way.