Because it wasn't the King's fault either, it was the will of the world that decided who would be in the Hero's Party. Rei doesn't hold a grudge because he knows not even the Oracle wanted to do it, everyone had as much power to fight fate as him it's just that he was the one who ended up suffering because of it.
Albert, however, does hold a grudge against himself and everyone else for what happened.

Seeing all the spoilers Rei is definitely stronger than me cause if the King did that to me imma crash out, you made me a murderer imma be a murderer all the way and try to kill as many people as possible strarting from him to crush the damn Kingdom. The hero party is about to face a second Demon King cause only death will stop me I'm too resentful for this even with all the thing about the prophecy, this will become a Greek tragedy.