This rule only applies to fulfilling a mitzvoh that is incumbent upon a person. Pinchos brought himself to do this mitzvoh which he was not responsible to perform. This is because Hashem has created us, and as his servants we must do his bidding.
Any reward given is a favour.
Since Pinchos went beyond the required halacha he deserves to be rewarded. He answers that we consider a person like a hired worker who receives payment at the end of the job. Since we are assured that he will not sin, he deserves to be paid in this world. When one risks his life to do a mitzvoh he receives reward even in this world. It seems that the logic behind this is that if a person risks his life, he might die and lose the opportunity to do many more mitzvos, as they can only be done in this ephemeral world.