The personality of Kali addressed Maharaja Pariksit as the chief amongst the protectors of religiosity because the King refrained from killing a person who surrendered unto him. A surrendered soul should be given all protection, even though he may be an enemy. That is the principle of religion. And we can just imagine what sort of protection is given by the Personality of Godhead to the person who surrenders unto Him, not as an enemy but as a devoted servitor. The Lord protects the surrendered soul from all sins and all resultant reactions of sinful acts (Bg. 18.66).