Well according to H.P Lovecraft the whole of reality is literaly Azathoth dreaming so if he wakes up reality is pretty much gone so Its pretty imporant that he remains sleeping thats all i’m gonna say
So like wtf happened to Albedo and Shalltear? He just left them and the rest of Nazarick in the New World when he could've used the former for stress relief and the latter to spread fear?