The idea is, that you want to free the guy, but make up arguments so that the Zhent lets him leave without having to be payed for it. I felt it was a little weird that this is handled as persuasion and not deception. But I guess because you try to convince him through arguments that are technically true and not spin him a completely fake story, it counts as persuasion.
That still doesn't make sense. They'd have to kill him for the value to raise, not let him go. You very clearly don't kill him after the roll. I'm not expecting 300 IQ plays from the Zhents here, but this really is rather funky. As lies go, it's about on the level of claiming he has a severe and infectious disease, best kicked out, not touched at all, really.