The Nobody was a human agent chosen by God to meet with the Elite and basically speak on God's behalf to his human enemies, the 13 Families. He was chosen to offer them a peace treaty and some of the higher-ups were considering it (privately) to avoid being destroyed by God's armies during Armageddon.

That's why they are pissed, and scared, that he is dead. As of now no one knows who killed him either.