well, if he was going to kill her, wouldnt he want her to delete him out of her phone anyway? Also, when he gets home to Claire he extinguishes the candle (on his birthday cake) with his fingers, and he and Claire share a knowing look. He likely scheduled the meeting in the subway with an open-ended outcome. If he could convince himself that she would not persue the Russo story, then he would let her live and they would have their fresh start. Obviously, that's not how it turned out. Underwood left Zoe's fate to be decided in the subway station, and did what he thought he had to do to protect his political career.