Arthur related to Romba's situation because he was the same. He became a lord of a city in Alka after going through so much. Here, he had countless people who looked up to him in fear, respect, and even love.
What did he have back on Earth?
He had a fake identity, enemies all around him, and a quest he needed to finish. The three years he spent digging through dungeons for scraps didn't exactly leave him overjoyed.
He was tired of everything, but did he jump on the chance to leave everything behind as this man did? No, he did not. But, accepting that it was okay to run away would break his will.
Romba didn't reply to Arthur's words and simply retreated. Li followed after Arthur, walking beside him.
"What is this place, friend?" Li hesitated as he looked at the platform. "I can feel its ominous presence."
"It seems this place is where the pig eats seekers," Arthur explained, and he could feel Li's apprehension. "However, I plan on going there."