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1) Psychology (in fact, everyone looks suspicious, they just differ in nuance).
2) Probabilities. There are fewer possible players on Jen Li (around 5-6) than on Kane (a lot, I didn't even count), so the chances of hitting the right person are higher.
3) The same clue. It's more complex here. Two clues, and at first glance, both seem plausible. And in both cases, the connection between the author and the work isn't very strong. But if Armageddon is a standalone film, then Conan is a hero from an entire series of works by Howard. It's like Poirot or Miss Marple in Agatha Christie – the connection is on an associative level. So, in this respect, the solution for Alex is better.
4) Priority. When there are only two days left until the fifth night, and the city has no protection against the all-powerful ultimates of the Mafia, it's obviously more logical to eliminate the supposed leader, not the puppet. Considering how many times there haven't been enough neutrals on the negative side, I'm almost certain that the protection has been removed from both Zero and Jen Li.
In terms of arguments, it's 1:3. Sorry, but you didn't convince me. and you also earned a plus point for suspicion...