To change the future, killing Azief would not change the ending. It might even start a more terrible future. The key to changing the future have always been on Azief hand
Change his heart and the Universe would also probably change. Loki is trying to save Azief soul.
Save his soul, save the Universe. That is the simple plan that Mind Master, Sofia the Divine Archer, Time God Jean had concocted in that other timeline.
It sounds simple in theory but everyone knew how stubborn Azief is. Even before he became a Sovereign, he is a stubborn asshole.
Like Loki had told him once, he is a bit of an ass.
And Loki had also had to walk that delicate balance of between revealing certain things but not everything since it could change a lot of other things.
Azief had to be present in the Final battle.
If not, all of his effort would be in vain.
