Maybe it's by virtue of being one of the first people Zangetsu met when he came to the carnival, or maybe it's because he's just such an interesting person compared to most of the people Zan has encountered through Ichigo, but he genuinely likes Gon a lot. In his own Zangetsu-y way. The fact that he feels guilty about taking that arm, and not just because it technically belongs to the Ringmaster, speaks more than anything I can type. He sees potential in Gon that he'd like to cultivate. He's charmed and amused by his weird way of talking and admires his FIGHTING SPIRIT!!