Considering Blues' attack consisted of throwing a punch, the sword parry is probably the best move Zelgius could do. Well that and the sound of metal hitting metal is probably a nice sound to hear in the middle of a fight, although not one that Blues likes. If the wincing he did is any good sign of that.

And then the Persona attacked, and did what Zelgius had wanted it to do, getting Blues to back away from him. While Blues' physical defense is boosted, if only for a bit, it didn't quite lessen how much the magic attack hurt, so it shouldn't be to surprising that he has his own Persona strike with some magic of it's own. Sniper Joe firing off an Agi spell at Zelgius which Blues himself will follow with a quick shot from his arm cannon, having switched his left hand into it pretty quickly.