First Zaroff is a cruel person, “that is why i use them. It gives me pleasure, they can reason after a-fasion, so they are dangerous (225).” That means he gets pleasure from killing innocent civilians for game. “A rather good lot, I think i dissolved the gold they are let out at seven every night. If anyone were to try to get in my house - or out of it - something extremely regrettable would occur to him.” He uses his dogs as a form of threat to the prisoners.
Secondly Zaroff is pure evil, “It's a game you see (226) he thinks the people are