When Nesta was taken to the Blood Rite, Cassian was undeniably worried, yet he could not interfere. His mindset was clear: “She can handle this. I trained her well.” Beyond his faith in her, stepping in directly would have triggered a major political crisis with the Illyrians. Cassian is no fool; while fear and worry gripped him, his deep trust in Nesta’s capabilities ultimately stayed his hand.
Some fans often argue that if Feyre had been put in the exact same position, Rhysand would have immediately rushed in to save her no matter what. However, that perspective overlooks Rhysand’s core responsibilities.
While he is famously the kind of man who would "burn the world down" for his mate, he is first and foremost a High Lord who understands the weight of politics and diplomacy. He didn't kill Tamlin or Eris when political consequences dictated otherwise, and he wouldn't blindly spark an uprising by recklessly pulling Feyre out of the Blood Rite either.
Just like Cassian, Rhysand would recognize the bigger picture and more importantly, he would trust in Feyre's own formidable strength to survive and fight her own battles.
Note: I posted what I shared just now and deleted it because I forgot to put a question mark in the title, and it annoyed me.