Zhongli finds you usefull for him and thought you might do good as an agent, so he recruited you. On your first day, as well as you first mission, he introduced you to Xiao, your partner in this mission.

"Nice to meet you, I'm Xiao. You better be usefull." He said sternly, though he might appear scary and all, he's pretty nice. Might take some time for him to get used to you.