CONAN is more careful with the lives of others than his own.

CONAN while commanding an army, refuses to follow a host of headstrong knights on what he deems a reckless charge. Amalric asks him why he showed such restraint.

"You grow sober with authority," quoth Amalric. "Such madness as that was always your particular joy."
"Aye, when I had only my own life to consider," answered CONAN.

From "Black Colossus"
Page 126. The Complete Chronicles of CONAN.

King CONAN feels responsible for his subjects

King CONAN has been defeated and captured by a mix of sorcery and treachery, yet he refuses to sell out his people for the chance of his own survival.

He would not sell his subjects to the butcher. And yet it had been with no thought of any one's gain but his own that he had seized the kingdom originally. Thus subtly does the instinct of sovereign responsibility enter even a red-handed plunderer sometimes.

From "The Scarlet Citadel"
Page 53. "The Complete Chronicles of CONAN"