Storm

And if it is discovered by their enemies, then they could be trapped using some kind of Space traps or something along that line. 

Azief would not mind that much considering that even without his Time Space Laws, he still has many trump card that he could use

But the same could not be said for Katarina. Katarina, even though she is the strongest woman in the world, she is not the strongest person in the world.

In the past, it is also the same. There is still Jean. And there is still Hikigaya. These two are only below Death Monarch in terms of power. 

Azief doubt that they would attack them. But just because these two would not attack them at this moment of weakness, there is no guarantee that the dark forces that hated both Katarina and him would not make a move.

Azief could hear from some of the conversation that after he had gone to the Seresian world, the Crime Alliance became bolder in their actions.