What exactly does Zorg expect from the arrival of the "Great Evil"? Once it would have reached the temple, life would turn into death, including Zorg's life. He tried to explain to Fr. Vito Cornelius why, but it still doesn't make sense. What did Zorg expect from the evil for himself?
Money is mentioned in a conversation between Zorg and "Mr Shadow" (who we know is the voice of the evil sphere because he demands things the sphere needs); as they speak, Zorg is trying to drive up the price.
The larger implication seems to be that he is not aware of the true nature of "Mr Shadow". He makes no attempt to relocate to another planet, and he does not acknowledge that Mr Shadow is "absolute evil" as the Priest Cornelius calls it, or that he will destroy (at least) Earth, even as the voice makes his head bleed. He is basically just trying to conduct a business transaction, and is misunderstanding "money is of no importance" to mean that Mr Shadow has unlimited money, when basically Mr Shadow means there will be nothing left to support a currency, or an economy, or even life.
Luc Besson explains Zorg's motivations in the scene where Zorg demonstrates his philosophy to the priest. Zorg breaks a glass which puts all robots to work cleaning up the mess and gets a fresh glass.
This is the Parable of the Broken Window. The parable's lesson is that while recovering from destruction does provide work, it is not a benefit for society. The "boring" glass is doing its job holding liquid. Once broken, it is useless. Effort must be expended to clean up the mess and replace the glass. The net effect of this effort is zero; everything is how it was. That effort could have been put to do something useful instead.
Zorg sees it differently because Zorg is the one selling the glasses. To whomever bought the glass, it is most useful whole. To Zorg, a whole glass is "boring" because once he's sold it it is no longer of use to Zorg; he can only sell you a glass once. Breaking the glass means Zorg gets to sell you another glass! Bad for the owner of the glass, good for Zorg!
Zorg choking on the cherry with no-one to help him is supposed to demonstrate Zorg's fallacy. The priest is demonstrating the fifth element which Zorg has ignored: love, compassion, and care for your fellow man. A simple hand to help when in need. The system which Zorg is exploiting is also necessary to support him. Unfortunately it comes off a bit muddled, involving robots makes it seem more like a screed against technology.
Zorg missing the point is Luc Besson's point about people like Zorg. Zorg is a narcissistic, sociopathic economic parasite who only considers the benefits to him. He is so rich and powerful he is completely shielded from the societal consequences of his actions. He's happy to help society burn while he is selling the torches from his fireproof house. Zorg attempts to morally justify his parasitic profiteering by claiming to be a jobs program.
This is how Zorg sees his deal with the Great Evil. Zorg thinks he'll profit from the deal (either directly or because he will be protected from it, probably both). He's convinced himself destruction and chaos is morally justified, and the Great Evil is just more destruction and chaos. Zorg is such an isolated narcissist he does not even consider there will be consequences for him.
The Great Evil likely contacted Zorg for this reason. The Great Evil needed someone extremely powerful, but also so delusional that they would work with an entity that's going to destroy all life. Zorg is the real evil of the movie: a smugly self-satisfied parasitic traitorous profiteer.
Except this time Zorg is dealing with an even more powerful agent of chaos and destruction than Zorg, and he cannot escape the consequences of his actions this time. Zorg will die with everyone else, and he probably still won't understand the parable.
My understanding is that the evil being can exert some degree of mind control. You can see this in an early scene when General Staedert freezes up and starts to bleed from his head. He's unable to give any orders while his ship is destroyed.
Zorg bleeds in a similar way while speaking with "Mr. Shadow". You can also see him sweating and trembling during the conversation.
I take these hints to mean that the evil being is manipulating Zorg's mind directly, so I don't expect Zorg to behave logically or act in his own best interests.
It's a completely commonplace plot element (a "trope" if you will) that the "greedy villain" is so blinded by greed that they don't realize they'd actually be destroying everything (ie, even their own situation) by chasing their greed.
This is a commonplace plot element from antiquity to action movies today.