He respected Gazef and thus he accepted the challenge given as a knight and received as a PvP duel. It would have been scumbaggish to ignore it. Ainz isn't really a scumbag, ruthless as he might be. Demiurge is the real villainous one with no moral code whatsoever, fittingly for a demon. It's true he might have pushed more for acquiring Gazef as an underling, but in the end he was refused quite strongly, so what good would Gazed have been in that role?
I'm 90% sure they are specially crafted as well by the players. At least I've no recollection saying they wouldn't have been. The size of the guild (and how much they pay to win) basically defined how many NPCs the base could maintain and how many of them could be of what level, as well as how much text they could contain (which would translate into a wholesome personality when they became alive). The place actually has plenty of such NPCs, the story just mainly concentrates on the guardians and the battle maids, but we did see some additional ones during the invasion arc, for example. Nazarick had lots of active players at its height and they apparently weren't shy on using real money, so it's a remarkable place.