Not travelling by carriage made things a lot less interesting according to Zero. He couldn't take the time to enjoy the scenery and a small part of him was nagging in suspicions. Perhaps there were some things Baal didn't want him to see in the outskirts of Shittomi's territory. The stench of death in the air was strong after all.
The Demon Lord held onto Zero's hand as they teleported. If he had a choice, he would have conserved his energy and taken the carriage instead. Unfortunately, there was no way around this. The miasma around Shittomi's territory was one of the worst as the Snow Queen was the closest to the void. Although Lucifer's territory once belonged to the archangels in Heaven, Shittomi's domain was located right on the edge of the plane that was broken from Heaven. If not for the ancient Queen's power, this part of Hell would have crumbled away like melting ice to the strong pull of the void.