Lockon: MY NAME IS NEIL DYLANDY. YOU KILLED MY FAMILY. PREPARE TO DIE.
Setsuna: There is no god!
Lockon: ...okayyyy. PREPARE TO DIE.
Setsuna: blah blah blah brainwashing blah blah blah Ali Al-whatshisface blah blah
Lockon: look, seriously, do you have a reason why I shouldn't just fucking shoot you?
Setsuna: I am a gundam!
To which there is really only one response.
Possibly this is, in fact, the reason he's still alive. I mean, in general.