The Western region is not a kingship.
Not because Athena did not want to be a king.
But because the west is too vats and Athena knows that she is not fit to lead. She is in a way like Freya.
She likes to fight but this did not mean she is rash
She did not have a strong foundation in Pandemonium and unlike Wang Jian, the banner she could hold is not many.
Wang Jian could hold the banner of being the most trusted general of Death Monarch
He also has many allies in the Central Court.
But she did not. And she also could not claim Greece as Greece is controlled by the Seven Warlords.
Wang Jian could rally on the Wei dissident and people of old Asia or more accurately old China.
Wang Jian himself still has many supporters there because his firing was actually very much debated and many people sympathizes with his plight